+48.6%
AMZN vs XLP
+40.8%
+7.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | +0.3% |
| 7D | +7.9% | +0.7% | +7.1% | +7.5% |
| 30D | -0.2% | +10.3% | -10.5% | -5.5% |
| 3M | -4.8% | +6.5% | -11.3% | -8.1% |
| 6M | -5.7% | +8.4% | -14.1% | -10.3% |
| YTD | +12.3% | +18.2% | -5.9% | +0.2% |
| 1Y | +6.7% | +22.4% | -15.7% | -7.2% |
| 3Y | +85.6% | +41.9% | +43.7% | +35.3% |
| All | +48.6% | +40.8% | +7.8% | +15.1% |
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 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