+1,064.2%
TER vs XLP
+577.3%
+487.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.8% | -14.5% | -14.6% |
| 7D | -28.2% | +3.5% | -31.7% | -30.5% |
| 30D | -50.6% | +11.6% | -62.1% | -55.5% |
| 3M | -45.3% | +7.6% | -53.0% | -49.7% |
| 6M | -40.4% | +10.0% | -50.4% | -47.6% |
| YTD | +10.0% | +19.7% | -9.7% | -10.3% |
| 1Y | +13.6% | +23.5% | -9.8% | -10.2% |
| 3Y | +145.2% | +44.0% | +101.2% | +63.7% |
| 5Y | +50.4% | +42.7% | +7.7% | +1.7% |
| 10Y | +882.9% | +131.3% | +751.6% | +327.8% |
| All | +1,064.2% | +577.3% | +487.0% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling