+2,771.1%
NOW vs XLP
+256.5%
+2,514.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.4% |
| 7D | -2.4% | -1.0% | -1.4% | -1.6% |
| 30D | +20.5% | -0.9% | +21.4% | +21.2% |
| 3M | +18.3% | +3.8% | +14.5% | +15.0% |
| 6M | +24.1% | -1.7% | +25.8% | +24.8% |
| YTD | -7.8% | +10.3% | -18.0% | -16.2% |
| 1Y | -21.4% | +7.8% | -29.2% | -27.4% |
| 3Y | +19.5% | +27.2% | -7.7% | -6.5% |
| 5Y | +4.1% | +32.5% | -28.4% | -21.4% |
| 10Y | +826.4% | +101.8% | +724.6% | +379.4% |
| All | +2,771.1% | +256.5% | +2,514.6% | +850.9% |
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