+12.8%
F vs XLP
+11.5%
+1.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.4% | +1.6% |
| 7D | +6.0% | +5.9% | +0.2% | +4.0% |
| 30D | +4.3% | +13.5% | -9.2% | +0.5% |
| 3M | -10.1% | +8.4% | -18.5% | -12.4% |
| 6M | +12.8% | +11.5% | +1.2% | +13.1% |
| All | +12.8% | +11.5% | +1.2% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling