+929.4%
SPY vs XLP
+523.7%
+405.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.3% |
| 7D | +0.1% | -1.0% | +1.1% | +1.0% |
| 30D | +0.1% | -0.9% | +0.9% | +0.7% |
| 3M | +2.0% | +3.8% | -1.8% | -1.9% |
| 6M | +13.0% | -1.7% | +14.7% | +13.6% |
| YTD | +13.5% | +10.3% | +3.3% | +3.0% |
| 1Y | +20.0% | +7.8% | +12.2% | +10.5% |
| 3Y | +77.2% | +27.2% | +50.0% | +39.7% |
| 5Y | +81.9% | +32.5% | +49.4% | +38.1% |
| 10Y | +314.1% | +101.8% | +212.3% | +117.1% |
| All | +929.4% | +523.7% | +405.8% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling