+34.5%
BABA vs XLP
+43.9%
-9.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.9% |
| 7D | +8.6% | +3.5% | +5.1% | +7.1% |
| 30D | -1.1% | +11.6% | -12.6% | -5.3% |
| 3M | -15.9% | +7.6% | -23.6% | -18.4% |
| 6M | -17.5% | +10.0% | -27.6% | -21.0% |
| YTD | -25.6% | +19.7% | -45.3% | -32.3% |
| 1Y | -33.8% | +23.5% | -57.3% | -41.0% |
| All | +34.5% | +43.9% | -9.4% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling