+501.7%
SPCX vs XLP
+23.4%
+478.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.9% | +0.9% |
| 7D | +4.2% | +0.1% | +4.1% | -0.5% |
| 30D | -12.6% | +8.9% | -21.6% | -55.3% |
| 3M | +6.7% | +7.5% | -0.7% | -45.5% |
| 6M | +546.4% | +11.4% | +534.9% | +174.8% |
| YTD | +552.1% | +19.3% | +532.9% | +176.7% |
| 1Y | +453.2% | +21.7% | +431.4% | +134.8% |
| All | +501.7% | +23.4% | +478.3% | +155.3% |
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