+641.7%
AMZN vs XLP
+139.1%
+502.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -1.1% |
| 7D | +2.8% | +2.5% | +0.3% | +1.3% |
| 30D | +5.0% | +7.3% | -2.4% | +0.3% |
| 3M | +0.6% | +8.1% | -7.5% | -4.4% |
| 6M | -1.3% | +10.5% | -11.8% | -7.8% |
| YTD | +15.5% | +21.2% | -5.6% | +0.9% |
| 1Y | +12.2% | +22.7% | -10.5% | -3.0% |
| 3Y | +87.0% | +44.8% | +42.2% | +40.4% |
| 5Y | +51.3% | +44.7% | +6.6% | +14.9% |
| All | +641.7% | +139.1% | +502.6% | +308.1% |
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