+139.0%
XBI vs XLP
+129.0%
+9.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.3% |
| 7D | +0.1% | +2.3% | -2.3% | -1.5% |
| 30D | +0.8% | +9.1% | -8.3% | -5.3% |
| 3M | -1.9% | +7.9% | -9.7% | -7.3% |
| 6M | +15.2% | +9.6% | +5.6% | +6.9% |
| YTD | +27.3% | +19.4% | +7.9% | +10.3% |
| 1Y | +41.5% | +22.4% | +19.1% | +20.2% |
| 3Y | +133.1% | +43.2% | +89.9% | +74.0% |
| 5Y | +23.7% | +42.6% | -18.9% | -7.6% |
| 10Y | +139.0% | +135.4% | +3.6% | +36.4% |
| All | +139.0% | +129.0% | +9.9% | +36.4% |
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