+27.2%
BAC vs XLP
+7.6%
+19.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.3% |
| 3M | +16.9% | +3.8% | +13.1% | +16.7% |
| 6M | +26.6% | -1.7% | +28.3% | +26.4% |
| YTD | +15.8% | +10.3% | +5.5% | +11.4% |
| 1Y | +27.2% | +7.8% | +19.4% | +23.7% |
| All | +27.2% | +7.6% | +19.5% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling