+95.6%
F vs XLP
+101.8%
-6.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.2% |
| 7D | +5.3% | -1.0% | +6.3% | +6.3% |
| 30D | +4.6% | -0.9% | +5.5% | +5.3% |
| 3M | -3.7% | +3.8% | -7.5% | -7.4% |
| 6M | +16.8% | -1.7% | +18.6% | +17.8% |
| YTD | +15.3% | +10.3% | +5.0% | +4.4% |
| 1Y | +31.0% | +7.8% | +23.2% | +20.8% |
| 3Y | +45.4% | +27.2% | +18.2% | +14.0% |
| 5Y | +54.7% | +32.5% | +22.1% | +17.9% |
| All | +95.6% | +101.8% | -6.2% | +10.2% |
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