+59.6%
T vs XLP
+42.1%
+17.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | +0.1% |
| 7D | +1.0% | +0.7% | +0.3% | +0.4% |
| 30D | -10.6% | +10.3% | -20.9% | -16.5% |
| 3M | -7.7% | +6.5% | -14.3% | -11.7% |
| 6M | -13.3% | +8.4% | -21.7% | -18.0% |
| YTD | -8.8% | +18.2% | -27.0% | -18.9% |
| 1Y | -8.4% | +22.4% | -30.8% | -20.6% |
| 3Y | +59.6% | +41.9% | +17.7% | +35.0% |
| All | +59.6% | +42.1% | +17.6% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling