+55.5%
T vs XLP
+126.4%
-70.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | +0.2% |
| 7D | +1.0% | +0.7% | +0.3% | +0.3% |
| 30D | -10.6% | +10.3% | -20.9% | -17.4% |
| 3M | -7.7% | +6.5% | -14.3% | -12.4% |
| 6M | -13.3% | +8.4% | -21.7% | -18.8% |
| YTD | -8.8% | +18.2% | -27.0% | -20.7% |
| 1Y | -8.4% | +22.4% | -30.8% | -22.7% |
| 3Y | +59.6% | +41.9% | +17.7% | +18.4% |
| 5Y | +52.1% | +40.9% | +11.2% | +12.2% |
| All | +55.5% | +126.4% | -70.9% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling