+202.8%
TER vs XLP
+32.7%
+170.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.8% |
| 7D | +0.6% | -1.0% | +1.6% | +0.9% |
| 30D | -8.3% | -0.9% | -7.4% | -8.2% |
| 3M | -12.2% | +3.8% | -16.0% | -15.5% |
| 6M | +17.1% | -1.7% | +18.8% | +16.5% |
| YTD | +84.7% | +10.3% | +74.4% | +70.6% |
| 1Y | +199.9% | +7.8% | +192.1% | +179.7% |
| 3Y | +232.8% | +27.2% | +205.6% | +158.6% |
| All | +202.8% | +32.7% | +170.1% | +131.6% |
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