+47.7%
XLE vs XLP
+22.7%
+25.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.9% |
| 7D | +5.4% | +2.5% | +2.9% | +5.2% |
| 30D | -3.9% | +7.3% | -11.3% | -4.7% |
| 3M | +7.0% | +8.1% | -1.1% | +5.9% |
| 6M | +14.2% | +10.5% | +3.7% | +12.7% |
| YTD | +48.2% | +21.2% | +27.0% | +37.4% |
| 1Y | +47.7% | +22.7% | +25.0% | +36.7% |
| All | +47.7% | +22.7% | +25.0% | +36.7% |
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