+910.8%
XBI vs XLP
+578.2%
+332.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.3% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +2.0% | +8.9% | -6.9% | -5.8% |
| 3M | -0.3% | +7.5% | -7.8% | -7.0% |
| 6M | +16.6% | +9.4% | +7.2% | +6.1% |
| YTD | +28.8% | +19.3% | +9.5% | +7.7% |
| 1Y | +44.6% | +21.7% | +22.9% | +18.6% |
| 3Y | +137.1% | +44.0% | +93.1% | +64.6% |
| 5Y | +22.8% | +42.8% | -20.0% | -14.8% |
| 10Y | +149.4% | +128.8% | +20.7% | +4.9% |
| All | +910.8% | +578.2% | +332.6% | +28.0% |
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