+67.6%
SPY vs XLP
+40.8%
+26.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +1.0% |
| 7D | -2.7% | +0.7% | -3.4% | -3.1% |
| 30D | -5.4% | +10.3% | -15.7% | -10.7% |
| 3M | -4.1% | +6.5% | -10.6% | -7.7% |
| 6M | +0.7% | +8.4% | -7.7% | -4.6% |
| YTD | +8.7% | +18.2% | -9.5% | -3.5% |
| 1Y | +10.9% | +22.4% | -11.5% | -4.2% |
| 3Y | +75.0% | +41.9% | +33.1% | +30.9% |
| All | +67.6% | +40.8% | +26.8% | +26.8% |
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 · 6 months rolling