+479.1%
JPM vs XLP
+129.0%
+350.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +1.2% | +2.3% | -1.1% | -0.6% |
| 30D | +2.7% | +9.1% | -6.4% | -4.4% |
| 3M | -4.5% | +7.9% | -12.3% | -10.4% |
| 6M | +14.3% | +9.6% | +4.7% | +5.0% |
| YTD | +8.2% | +19.4% | -11.2% | -8.6% |
| 1Y | +10.0% | +22.4% | -12.3% | -9.1% |
| 3Y | +149.0% | +43.2% | +105.8% | +74.3% |
| 5Y | +131.0% | +42.6% | +88.5% | +60.7% |
| 10Y | +479.1% | +135.4% | +343.6% | +203.5% |
| All | +479.1% | +129.0% | +350.0% | +203.5% |
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 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