-40.6%
NOW vs XLP
+22.3%
-62.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.7% |
| 7D | -3.0% | +0.7% | -3.7% | -2.7% |
| 30D | -26.0% | +10.3% | -36.3% | -24.3% |
| 3M | -13.1% | +6.5% | -19.6% | -11.8% |
| 6M | +14.5% | +8.4% | +6.1% | +18.3% |
| YTD | -33.4% | +18.2% | -51.6% | -27.9% |
| 1Y | -40.6% | +22.4% | -63.1% | -35.5% |
| All | -40.6% | +22.3% | -62.9% | -35.5% |
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