+109.4%
C vs XLP
+43.0%
+66.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.3% | -4.7% |
| 7D | -5.3% | +3.5% | -8.8% | -6.9% |
| 30D | -7.3% | +11.6% | -18.9% | -12.4% |
| 3M | -13.5% | +7.6% | -21.1% | -16.8% |
| 6M | -6.5% | +10.0% | -16.5% | -11.6% |
| YTD | +3.6% | +19.7% | -16.1% | -8.3% |
| 1Y | +18.9% | +23.5% | -4.6% | +2.8% |
| 3Y | +205.0% | +44.0% | +161.0% | +131.5% |
| 5Y | +109.4% | +42.7% | +66.7% | +60.0% |
| All | +109.4% | +43.0% | +66.4% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling