-8.0%
T vs XLP
+22.1%
-30.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.1% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -1.7% | +8.9% | -10.7% | -7.4% |
| 3M | -7.3% | +7.5% | -14.8% | -11.9% |
| 6M | -11.2% | +9.4% | -20.6% | -16.5% |
| YTD | -8.1% | +19.3% | -27.3% | -18.0% |
| All | -8.0% | +22.1% | -30.1% | -19.9% |
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