-5.6%
ARM vs XLP
+11.5%
-17.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.4% | -8.6% | +3.0% |
| 7D | -18.7% | +5.9% | -24.6% | -5.5% |
| 30D | -36.7% | +13.5% | -50.1% | -11.0% |
| 3M | -31.6% | +8.4% | -40.0% | -13.9% |
| 6M | -5.6% | +11.5% | -17.2% | +42.0% |
| All | -5.6% | +11.5% | -17.2% | +42.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling