+156.4%
AMAT vs XLP
+45.3%
+111.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.4% | -6.6% | -4.0% |
| 7D | -11.2% | +5.9% | -17.1% | -12.4% |
| 30D | -31.9% | +13.5% | -45.3% | -34.4% |
| 3M | -32.3% | +8.4% | -40.8% | -34.0% |
| 6M | -5.4% | +11.5% | -16.9% | -10.2% |
| YTD | +44.3% | +20.6% | +23.6% | +29.3% |
| 1Y | +61.4% | +24.3% | +37.1% | +41.2% |
| 3Y | +170.6% | +45.1% | +125.5% | +94.3% |
| 5Y | +156.4% | +44.6% | +111.8% | +93.4% |
| All | +156.4% | +45.3% | +111.2% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling