+1,587.5%
AMAT vs XLP
+101.8%
+1,485.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +5.0% |
| 7D | -1.5% | -1.0% | -0.5% | -0.7% |
| 30D | -14.8% | -0.9% | -13.9% | -14.5% |
| 3M | -9.3% | +3.8% | -13.1% | -14.8% |
| 6M | +27.4% | -1.7% | +29.1% | +25.8% |
| YTD | +77.6% | +10.3% | +67.3% | +54.8% |
| 1Y | +188.9% | +7.8% | +181.1% | +155.8% |
| 3Y | +202.3% | +27.2% | +175.1% | +114.1% |
| 5Y | +248.9% | +32.5% | +216.4% | +135.3% |
| All | +1,587.5% | +101.8% | +1,485.7% | +632.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling