+79.8%
F vs XLP
+126.4%
-46.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.4% |
| 7D | +1.6% | +0.7% | +0.8% | +0.9% |
| 30D | +2.6% | +10.3% | -7.6% | -6.0% |
| 3M | -8.8% | +6.5% | -15.3% | -13.9% |
| 6M | +4.6% | +8.4% | -3.8% | -3.3% |
| YTD | -1.9% | +18.2% | -20.1% | -16.6% |
| 1Y | -0.8% | +22.4% | -23.2% | -18.4% |
| 3Y | +43.5% | +41.9% | +1.6% | +1.8% |
| 5Y | -12.1% | +40.9% | -52.9% | -36.6% |
| All | +79.8% | +126.4% | -46.6% | -6.4% |
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