+16.9%
BAC vs XLP
+2.2%
+14.7%
-5.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-06-04 to 2026-09-04.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +1.1% | -1.0% | +2.1% | +1.2% |
| 30D | -0.4% | -0.9% | +0.5% | -0.1% |
| 3M | +16.9% | +3.8% | +13.1% | +16.4% |
| All | +16.9% | +2.2% | +14.7% | +16.4% |
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 2026-06-04 to 2026-09-04: 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…
2026-06-04 to 2026-09-04 analysis · Full analysis span regression · Available span rolling