+48.3%
XLE vs XLP
+7.6%
+40.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +2.2% | -1.0% | +3.2% | +2.4% |
| 30D | +11.8% | -0.9% | +12.7% | +11.9% |
| 3M | +9.8% | +3.8% | +6.0% | +8.9% |
| 6M | +15.6% | -1.7% | +17.3% | +17.0% |
| YTD | +45.3% | +10.3% | +35.0% | +40.2% |
| 1Y | +48.3% | +7.8% | +40.5% | +43.3% |
| All | +48.3% | +7.6% | +40.7% | +43.3% |
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