+1,980.5%
NOW vs XLP
+287.2%
+1,693.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.2% | -5.4% |
| 7D | -6.7% | +3.5% | -10.1% | -9.2% |
| 30D | -25.8% | +11.6% | -37.4% | -32.3% |
| 3M | -12.7% | +7.6% | -20.3% | -18.1% |
| 6M | +11.2% | +10.0% | +1.2% | +2.4% |
| YTD | -33.2% | +19.7% | -52.9% | -43.4% |
| 1Y | -41.8% | +23.5% | -65.3% | -52.0% |
| 3Y | -15.7% | +44.0% | -59.6% | -40.7% |
| 5Y | -26.0% | +42.7% | -68.7% | -47.5% |
| 10Y | +515.1% | +131.3% | +383.7% | +182.9% |
| All | +1,980.5% | +287.2% | +1,693.3% | +542.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling