+1,538.4%
JPM vs XLP
+523.7%
+1,014.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.1% |
| 7D | +0.3% | -1.0% | +1.3% | +1.4% |
| 30D | -0.2% | -0.9% | +0.7% | +0.7% |
| 3M | +15.9% | +3.8% | +12.1% | +10.3% |
| 6M | +20.9% | -1.7% | +22.7% | +21.7% |
| YTD | +12.9% | +10.3% | +2.6% | -0.6% |
| 1Y | +20.3% | +7.8% | +12.5% | +8.2% |
| 3Y | +160.9% | +27.2% | +133.7% | +91.6% |
| 5Y | +154.8% | +32.5% | +122.3% | +76.3% |
| 10Y | +591.1% | +101.8% | +489.3% | +189.4% |
| All | +1,538.4% | +523.7% | +1,014.8% | +109.0% |
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