-26.0%
NOW vs XLP
+43.0%
-69.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.2% | -5.6% |
| 7D | -6.7% | +3.5% | -10.1% | -8.2% |
| 30D | -25.8% | +11.6% | -37.4% | -30.1% |
| 3M | -12.7% | +7.6% | -20.3% | -16.2% |
| 6M | +11.2% | +10.0% | +1.2% | +5.7% |
| YTD | -33.2% | +19.7% | -52.9% | -40.5% |
| 1Y | -41.8% | +23.5% | -65.3% | -49.4% |
| 3Y | -15.7% | +44.0% | -59.6% | -38.2% |
| 5Y | -26.0% | +42.7% | -68.7% | -45.0% |
| All | -26.0% | +43.0% | -69.0% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling