+246.4%
XLF vs XLP
+102.6%
+143.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.8% |
| 7D | +0.2% | -1.4% | +1.6% | +1.4% |
| 30D | -0.5% | -1.3% | +0.8% | +0.5% |
| 3M | +10.6% | +1.8% | +8.8% | +8.4% |
| 6M | +14.3% | -0.8% | +15.1% | +14.3% |
| YTD | +5.5% | +9.5% | -4.0% | -4.1% |
| 1Y | +9.6% | +7.2% | +2.4% | +1.4% |
| 3Y | +75.2% | +27.1% | +48.0% | +36.6% |
| 5Y | +65.5% | +32.0% | +33.5% | +23.7% |
| 10Y | +246.4% | +102.9% | +143.5% | +93.7% |
| All | +246.4% | +102.6% | +143.9% | +93.7% |
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 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