+20.3%
SGOV vs XLP
+66.1%
-45.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | 0.0% | -1.4% | +1.5% | +0.1% |
| 30D | +0.3% | -2.0% | +2.3% | +0.3% |
| 3M | +0.9% | -1.5% | +2.5% | +0.9% |
| 6M | +1.8% | -0.2% | +2.0% | +1.8% |
| YTD | +2.5% | +8.7% | -6.2% | +2.5% |
| 1Y | +3.8% | +6.3% | -2.5% | +3.8% |
| 3Y | +14.4% | +25.1% | -10.7% | +14.4% |
| 5Y | +20.2% | +32.4% | -12.2% | +20.2% |
| All | +20.3% | +66.1% | -45.8% | +20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling