+221.9%
C vs XLP
+129.4%
+92.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.3% | -4.4% |
| 7D | -5.3% | +3.5% | -8.8% | -8.2% |
| 30D | -7.3% | +11.6% | -18.9% | -16.1% |
| 3M | -13.5% | +7.6% | -21.1% | -19.3% |
| 6M | -6.5% | +10.0% | -16.5% | -15.3% |
| YTD | +3.6% | +19.7% | -16.1% | -14.5% |
| 1Y | +18.9% | +23.5% | -4.6% | -5.0% |
| 3Y | +205.0% | +44.0% | +161.0% | +104.4% |
| 5Y | +109.4% | +42.7% | +66.7% | +39.3% |
| All | +221.9% | +129.4% | +92.5% | +59.8% |
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