+130.7%
C vs XLP
+32.7%
+97.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | +3.6% | -1.0% | +4.6% | +4.2% |
| 30D | +0.1% | -0.9% | +0.9% | +0.5% |
| 3M | +2.4% | +3.8% | -1.4% | -0.2% |
| 6M | +24.9% | -1.7% | +26.7% | +25.5% |
| YTD | +19.8% | +10.3% | +9.5% | +10.6% |
| 1Y | +44.9% | +7.8% | +37.1% | +35.7% |
| 3Y | +263.0% | +27.2% | +235.8% | +196.6% |
| All | +130.7% | +32.7% | +97.9% | +80.9% |
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