+1,006.2%
TER vs XLP
+129.0%
+877.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -8.9% | +2.3% | -11.2% | -10.3% |
| 30D | -39.1% | +9.1% | -48.2% | -43.0% |
| 3M | -32.8% | +7.9% | -40.6% | -37.1% |
| 6M | -31.7% | +9.6% | -41.3% | -38.5% |
| YTD | +26.9% | +19.4% | +7.5% | +6.3% |
| 1Y | +33.6% | +22.4% | +11.2% | +9.2% |
| 3Y | +181.5% | +43.2% | +138.3% | +91.1% |
| 5Y | +76.1% | +42.6% | +33.6% | +20.7% |
| 10Y | +1,006.2% | +135.4% | +870.8% | +439.1% |
| All | +1,006.2% | +129.0% | +877.2% | +439.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling