+303.9%
SPY vs XLP
+126.4%
+177.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +1.3% |
| 7D | -2.7% | +0.7% | -3.4% | -3.3% |
| 30D | -5.4% | +10.3% | -15.7% | -12.5% |
| 3M | -4.1% | +6.5% | -10.6% | -9.1% |
| 6M | +0.7% | +8.4% | -7.7% | -6.5% |
| YTD | +8.7% | +18.2% | -9.5% | -6.6% |
| 1Y | +10.9% | +22.4% | -11.5% | -7.6% |
| 3Y | +75.0% | +41.9% | +33.1% | +25.8% |
| 5Y | +67.8% | +40.9% | +26.9% | +21.1% |
| All | +303.9% | +126.4% | +177.5% | +107.3% |
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