+77.7%
SPY vs XLP
+45.4%
+32.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +2.6% | +2.5% | +0.1% | +2.0% |
| 30D | -2.0% | +7.3% | -9.3% | -3.7% |
| 3M | -2.8% | +8.1% | -10.9% | -4.7% |
| 6M | +2.1% | +10.5% | -8.3% | -0.7% |
| YTD | +11.5% | +21.2% | -9.7% | +3.9% |
| 1Y | +13.5% | +22.7% | -9.3% | +5.1% |
| 3Y | +77.7% | +44.8% | +32.9% | +52.6% |
| All | +77.7% | +45.4% | +32.3% | +52.6% |
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