+47.4%
TER vs XLP
+22.7%
+24.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -3.4% |
| 7D | +14.4% | +2.5% | +11.8% | +18.3% |
| 30D | -30.6% | +7.3% | -37.9% | -22.3% |
| 3M | -39.2% | +8.1% | -47.3% | -30.3% |
| 6M | -31.3% | +10.5% | -41.8% | -18.3% |
| YTD | +29.1% | +21.2% | +7.9% | +64.5% |
| 1Y | +47.4% | +22.7% | +24.7% | +91.0% |
| All | +47.4% | +22.7% | +24.7% | +91.0% |
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 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