+12.0%
SPY vs XLP
+20.7%
-8.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.4% |
| 7D | +3.3% | -0.2% | +3.5% | +3.3% |
| 30D | -2.7% | +8.2% | -10.8% | -2.2% |
| 3M | -1.7% | +7.7% | -9.5% | -1.3% |
| 6M | +3.1% | +9.3% | -6.2% | +3.8% |
| YTD | +11.9% | +19.5% | -7.6% | +12.7% |
| 1Y | +12.0% | +21.0% | -9.0% | +12.4% |
| All | +12.0% | +20.7% | -8.8% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling