-2.3%
C vs XLP
+582.4%
-584.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | -2.3% |
| 7D | +1.1% | +5.9% | -4.8% | -5.7% |
| 30D | -2.4% | +13.5% | -15.9% | -16.4% |
| 3M | -8.4% | +8.4% | -16.8% | -17.4% |
| 6M | +0.3% | +11.5% | -11.2% | -13.8% |
| YTD | +9.1% | +20.6% | -11.5% | -16.0% |
| 1Y | +26.0% | +24.3% | +1.7% | -6.7% |
| 3Y | +221.2% | +45.1% | +176.1% | +92.3% |
| 5Y | +120.4% | +44.6% | +75.8% | +29.7% |
| 10Y | +250.6% | +133.1% | +117.5% | +11.3% |
| All | -2.3% | +582.4% | -584.6% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling