+53.4%
T vs XLP
+43.0%
+10.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.5% |
| 7D | +4.3% | +3.5% | +0.8% | +1.7% |
| 30D | -9.7% | +11.6% | -21.2% | -16.3% |
| 3M | -4.3% | +7.6% | -11.9% | -9.1% |
| 6M | -13.7% | +10.0% | -23.7% | -19.2% |
| YTD | -8.0% | +19.7% | -27.7% | -19.0% |
| 1Y | -6.9% | +23.5% | -30.4% | -19.8% |
| 3Y | +59.7% | +44.0% | +15.8% | +23.8% |
| 5Y | +53.4% | +42.7% | +10.7% | +16.1% |
| All | +53.4% | +43.0% | +10.5% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling