-6.4%
T vs XLP
+24.3%
-30.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | -0.5% |
| 7D | +5.5% | +5.9% | -0.4% | +0.9% |
| 30D | -8.9% | +13.5% | -22.4% | -16.5% |
| 3M | -5.6% | +8.4% | -14.0% | -10.8% |
| 6M | -14.3% | +11.5% | -25.8% | -20.4% |
| YTD | -7.9% | +20.6% | -28.6% | -18.1% |
| 1Y | -6.4% | +24.3% | -30.7% | -18.6% |
| All | -6.4% | +24.3% | -30.7% | -18.6% |
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 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