+521.1%
JPM vs XLP
+126.4%
+394.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | +0.2% |
| 7D | -0.8% | +0.7% | -1.5% | -1.3% |
| 30D | +1.5% | +10.3% | -8.8% | -6.3% |
| 3M | -5.7% | +6.5% | -12.2% | -10.6% |
| 6M | +7.2% | +8.4% | -1.2% | -0.5% |
| YTD | +5.8% | +18.2% | -12.4% | -9.6% |
| 1Y | +8.8% | +22.4% | -13.6% | -10.0% |
| 3Y | +147.4% | +41.9% | +105.5% | +75.4% |
| 5Y | +125.3% | +40.9% | +84.5% | +59.3% |
| All | +521.1% | +126.4% | +394.7% | +238.2% |
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