+179.2%
XLE vs XLP
+139.1%
+40.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | -0.1% |
| 7D | +5.4% | +2.5% | +2.9% | +3.5% |
| 30D | -3.9% | +7.3% | -11.3% | -9.3% |
| 3M | +7.0% | +8.1% | -1.1% | +0.4% |
| 6M | +14.2% | +10.5% | +3.7% | +4.9% |
| YTD | +48.2% | +21.2% | +27.0% | +25.7% |
| 1Y | +47.7% | +22.7% | +25.0% | +23.9% |
| 3Y | +70.0% | +44.8% | +25.2% | +21.8% |
| 5Y | +169.1% | +44.7% | +124.4% | +88.7% |
| All | +179.2% | +139.1% | +40.1% | +44.6% |
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