+1,021.9%
XLE vs XLP
+582.4%
+439.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.4% | -8.1% | -7.4% |
| 7D | -7.2% | +5.9% | -13.1% | -11.7% |
| 30D | +0.1% | +13.5% | -13.3% | -10.1% |
| 3M | +9.2% | +8.4% | +0.8% | +1.5% |
| 6M | +8.4% | +11.5% | -3.2% | -2.0% |
| YTD | +44.9% | +20.6% | +24.2% | +22.1% |
| 1Y | +49.9% | +24.3% | +25.5% | +23.1% |
| 3Y | +61.1% | +45.1% | +16.1% | +14.6% |
| 5Y | +163.4% | +44.6% | +118.8% | +84.8% |
| 10Y | +181.4% | +133.1% | +48.3% | +32.4% |
| All | +1,021.9% | +582.4% | +439.5% | +139.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling