+955.3%
XBI vs XLP
+527.0%
+428.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.4% |
| 7D | +0.9% | -1.0% | +1.9% | +1.8% |
| 30D | +7.1% | -0.9% | +7.9% | +7.8% |
| 3M | +22.9% | +3.8% | +19.1% | +17.8% |
| 6M | +29.7% | -1.7% | +31.4% | +30.3% |
| YTD | +34.5% | +10.3% | +24.2% | +21.1% |
| 1Y | +76.1% | +7.8% | +68.3% | +61.5% |
| 3Y | +103.2% | +27.2% | +76.0% | +58.4% |
| 5Y | +22.8% | +32.5% | -9.7% | -8.5% |
| 10Y | +176.3% | +101.8% | +74.5% | +31.6% |
| All | +955.3% | +527.0% | +428.3% | +43.9% |
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