+218.0%
XLE vs XLP
+32.7%
+185.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | +2.2% | -1.0% | +3.2% | +2.7% |
| 30D | +11.8% | -0.9% | +12.7% | +12.1% |
| 3M | +9.8% | +3.8% | +6.0% | +7.6% |
| 6M | +15.6% | -1.7% | +17.3% | +16.2% |
| YTD | +45.3% | +10.3% | +35.0% | +37.7% |
| 1Y | +48.3% | +7.8% | +40.5% | +42.1% |
| 3Y | +55.4% | +27.2% | +28.2% | +35.3% |
| All | +218.0% | +32.7% | +185.2% | +167.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling