+10.6%
F vs XLP
+582.4%
-571.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.4% | -0.3% |
| 7D | +6.0% | +5.9% | +0.2% | +0.3% |
| 30D | +4.3% | +13.5% | -9.2% | -8.0% |
| 3M | -10.1% | +8.4% | -18.5% | -17.0% |
| 6M | +12.8% | +11.5% | +1.2% | +0.5% |
| YTD | -0.1% | +20.6% | -20.7% | -17.9% |
| 1Y | +3.7% | +24.3% | -20.6% | -17.3% |
| 3Y | +42.7% | +45.1% | -2.4% | -3.2% |
| 5Y | -11.0% | +44.6% | -55.6% | -39.0% |
| 10Y | +87.0% | +133.1% | -46.1% | -21.5% |
| All | +10.6% | +582.4% | -571.8% | -82.4% |
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 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