+167.2%
XLE vs XLP
+126.4%
+40.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.9% |
| 7D | -12.0% | +0.7% | -12.7% | -12.7% |
| 30D | -2.7% | +10.3% | -13.0% | -10.0% |
| 3M | +6.6% | +6.5% | 0.0% | +1.0% |
| 6M | +9.5% | +8.4% | +1.1% | +2.0% |
| YTD | +40.6% | +18.2% | +22.4% | +21.5% |
| 1Y | +43.6% | +22.4% | +21.2% | +20.6% |
| 3Y | +58.1% | +41.9% | +16.2% | +15.1% |
| 5Y | +152.2% | +40.9% | +111.3% | +80.9% |
| All | +167.2% | +126.4% | +40.7% | +39.8% |
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