-16.0%
NOW vs XLP
+43.9%
-59.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.2% | -5.9% |
| 7D | -6.7% | +3.5% | -10.1% | -6.7% |
| 30D | -25.8% | +11.6% | -37.4% | -26.4% |
| 3M | -12.7% | +7.6% | -20.3% | -13.1% |
| 6M | +11.2% | +10.0% | +1.2% | +11.1% |
| YTD | -33.2% | +19.7% | -52.9% | -34.5% |
| 1Y | -41.8% | +23.5% | -65.3% | -43.5% |
| All | -16.0% | +43.9% | -59.9% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling