-16.6%
SPCX vs XLP
+6.8%
-23.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.3% | +9.9% | +7.7% |
| 7D | -0.3% | +0.7% | -1.1% | +0.3% |
| 30D | -19.9% | +10.3% | -30.1% | -17.3% |
| 3M | +16.8% | +6.5% | +10.3% | +19.7% |
| All | -16.6% | +6.8% | -23.4% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling