+491.9%
SPCX vs XLP
+24.2%
+467.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -8.5% |
| 7D | +2.8% | -0.5% | +3.4% | +7.6% |
| 30D | -14.5% | +8.3% | -22.8% | -88.0% |
| 3M | +4.8% | +8.7% | -3.8% | -91.2% |
| 6M | +443.4% | +22.9% | +420.5% | -86.8% |
| YTD | +443.4% | +22.9% | +420.5% | -86.8% |
| 1Y | +443.4% | +22.9% | +420.5% | -86.8% |
| All | +491.9% | +24.2% | +467.7% | -85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling