+43.2%
TER vs XLP
+24.3%
+18.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.4% | -10.2% | -1.8% |
| 7D | -19.9% | +5.9% | -25.7% | -12.2% |
| 30D | -43.5% | +13.5% | -57.0% | -31.8% |
| 3M | -37.8% | +8.4% | -46.2% | -28.4% |
| 6M | -25.6% | +11.5% | -37.1% | -12.3% |
| YTD | +29.8% | +20.6% | +9.2% | +67.4% |
| 1Y | +43.2% | +24.3% | +18.9% | +91.4% |
| All | +43.2% | +24.3% | +18.9% | +91.4% |
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