+47.9%
XBI vs XLP
+24.3%
+23.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.7% | +2.8% |
| 7D | +1.0% | +5.9% | -4.9% | +1.1% |
| 30D | +1.9% | +13.5% | -11.6% | +2.0% |
| 3M | +4.8% | +8.4% | -3.7% | +4.9% |
| 6M | +19.3% | +11.5% | +7.7% | +19.0% |
| YTD | +30.6% | +20.6% | +10.0% | +33.5% |
| 1Y | +47.9% | +24.3% | +23.6% | +48.9% |
| All | +47.9% | +24.3% | +23.6% | +48.9% |
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 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