+163.9%
XLE vs XLP
+130.4%
+33.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.1% |
| 7D | -7.9% | +0.1% | -8.0% | -8.1% |
| 30D | -4.8% | +8.9% | -13.8% | -11.1% |
| 3M | +8.4% | +7.5% | +0.9% | +2.0% |
| 6M | +12.7% | +9.4% | +3.2% | +4.2% |
| YTD | +41.3% | +19.3% | +22.0% | +21.3% |
| 1Y | +42.3% | +21.7% | +20.6% | +20.1% |
| 3Y | +65.1% | +44.0% | +21.1% | +18.7% |
| 5Y | +150.2% | +42.8% | +107.4% | +77.3% |
| 10Y | +163.9% | +128.8% | +35.1% | +36.9% |
| All | +163.9% | +130.4% | +33.5% | +36.9% |
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 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