+15.6%
BABA vs XLP
+129.4%
-113.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.0% |
| 7D | +8.6% | +3.5% | +5.1% | +6.7% |
| 30D | -1.1% | +11.6% | -12.6% | -6.8% |
| 3M | -15.9% | +7.6% | -23.6% | -19.3% |
| 6M | -17.5% | +10.0% | -27.6% | -22.1% |
| YTD | -25.6% | +19.7% | -45.3% | -33.1% |
| 1Y | -33.8% | +23.5% | -57.3% | -41.6% |
| 3Y | +34.6% | +44.0% | -9.4% | +8.5% |
| 5Y | -27.7% | +42.7% | -70.3% | -41.5% |
| All | +15.6% | +129.4% | -113.8% | -28.8% |
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