-38.7%
NOW vs XLP
+24.3%
-63.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | +0.7% |
| 7D | -27.5% | +5.9% | -33.4% | -26.1% |
| 30D | -20.0% | +13.5% | -33.5% | -17.6% |
| 3M | -7.9% | +8.4% | -16.3% | -6.1% |
| 6M | +18.3% | +11.5% | +6.8% | +23.8% |
| YTD | -29.0% | +20.6% | -49.6% | -23.0% |
| 1Y | -38.7% | +24.3% | -63.0% | -34.0% |
| All | -38.7% | +24.3% | -63.0% | -34.0% |
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