+4.9%
MSFT vs XLP
+22.7%
-17.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.5% |
| 7D | -1.3% | +2.5% | -3.8% | -0.8% |
| 30D | -1.8% | +7.3% | -9.1% | 0.0% |
| 3M | +5.6% | +8.1% | -2.5% | +7.6% |
| 6M | +29.8% | +10.5% | +19.3% | +32.7% |
| YTD | +9.0% | +21.2% | -12.2% | +14.2% |
| 1Y | +4.9% | +22.7% | -17.8% | +10.0% |
| All | +4.9% | +22.7% | -17.8% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling