+199.8%
TER vs XLP
+7.6%
+192.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +4.3% |
| 7D | +0.6% | -1.0% | +1.6% | -0.9% |
| 30D | -8.3% | -0.9% | -7.4% | -9.0% |
| 3M | -12.2% | +3.8% | -16.1% | -7.7% |
| 6M | +17.0% | -1.7% | +18.8% | +15.8% |
| YTD | +84.6% | +10.3% | +74.3% | +131.0% |
| 1Y | +199.8% | +7.8% | +192.0% | +255.8% |
| All | +199.8% | +7.6% | +192.2% | +255.8% |
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