+499.2%
NOW vs XLP
+126.4%
+372.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.5% |
| 7D | -3.0% | +0.7% | -3.7% | -3.6% |
| 30D | -26.0% | +10.3% | -36.3% | -31.6% |
| 3M | -13.1% | +6.5% | -19.6% | -17.7% |
| 6M | +14.5% | +8.4% | +6.1% | +7.0% |
| YTD | -33.4% | +18.2% | -51.6% | -42.8% |
| 1Y | -40.6% | +22.4% | -63.1% | -50.5% |
| 3Y | -16.3% | +41.9% | -58.2% | -40.3% |
| 5Y | -26.3% | +40.9% | -67.2% | -47.0% |
| All | +499.2% | +126.4% | +372.8% | +196.4% |
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