+75.2%
SPY vs XLP
+43.1%
+32.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.1% |
| 7D | -0.9% | -0.5% | -0.4% | -0.6% |
| 30D | -2.4% | +8.3% | -10.7% | -6.8% |
| 3M | -1.2% | +8.7% | -9.8% | -5.9% |
| 6M | +3.3% | +11.2% | -7.9% | -3.6% |
| YTD | +12.3% | +20.0% | -7.7% | -1.1% |
| 1Y | +12.4% | +21.3% | -8.9% | -1.9% |
| 3Y | +78.8% | +43.8% | +35.0% | +32.8% |
| 5Y | +75.2% | +43.3% | +31.8% | +31.8% |
| All | +75.2% | +43.1% | +32.0% | +31.8% |
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