+150.1%
JPM vs XLP
+43.3%
+106.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +1.2% | +2.3% | -1.1% | +0.5% |
| 30D | +2.7% | +9.1% | -6.4% | +0.2% |
| 3M | -4.5% | +7.9% | -12.3% | -6.5% |
| 6M | +14.3% | +9.6% | +4.7% | +11.0% |
| YTD | +8.2% | +19.4% | -11.2% | +0.7% |
| 1Y | +10.0% | +22.4% | -12.3% | +1.2% |
| All | +150.1% | +43.3% | +106.8% | +119.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling