+293.4%
C vs XLP
+101.8%
+191.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.4% |
| 7D | +3.6% | -1.0% | +4.6% | +4.6% |
| 30D | +0.1% | -0.9% | +0.9% | +0.7% |
| 3M | +2.4% | +3.8% | -1.4% | -1.9% |
| 6M | +24.9% | -1.7% | +26.7% | +25.4% |
| YTD | +19.8% | +10.3% | +9.5% | +6.7% |
| 1Y | +44.9% | +7.8% | +37.1% | +31.6% |
| 3Y | +263.0% | +27.2% | +235.8% | +174.3% |
| 5Y | +129.5% | +32.5% | +97.0% | +63.4% |
| All | +293.4% | +101.8% | +191.7% | +109.6% |
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