+18.3%
NOW vs XLP
+11.5%
+6.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -0.5% |
| 7D | -27.5% | +5.9% | -33.4% | -28.1% |
| 30D | -20.0% | +13.5% | -33.5% | -23.5% |
| 3M | -7.9% | +8.4% | -16.3% | -9.9% |
| 6M | +18.3% | +11.5% | +6.8% | +21.8% |
| All | +18.3% | +11.5% | +6.8% | +21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling