+304.8%
SPY vs XLP
+129.0%
+175.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.5% |
| 7D | -0.6% | +2.3% | -2.9% | -2.3% |
| 30D | -3.7% | +9.1% | -12.8% | -10.2% |
| 3M | -2.7% | +7.9% | -10.6% | -8.7% |
| 6M | +2.2% | +9.6% | -7.4% | -5.9% |
| YTD | +10.8% | +19.4% | -8.6% | -5.6% |
| 1Y | +11.2% | +22.4% | -11.1% | -7.3% |
| 3Y | +76.5% | +43.2% | +33.3% | +25.8% |
| 5Y | +72.9% | +42.6% | +30.4% | +23.4% |
| 10Y | +304.8% | +135.4% | +169.4% | +99.6% |
| All | +304.8% | +129.0% | +175.8% | +99.6% |
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 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