+234.4%
XLF vs XLP
+130.4%
+104.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.7% |
| 7D | +0.7% | +0.1% | +0.7% | +0.7% |
| 30D | +6.0% | +8.9% | -3.0% | -1.7% |
| 3M | +1.0% | +7.5% | -6.4% | -5.3% |
| 6M | +14.0% | +9.4% | +4.5% | +4.7% |
| YTD | +7.2% | +19.3% | -12.1% | -9.7% |
| 1Y | +11.6% | +21.7% | -10.1% | -7.8% |
| 3Y | +81.2% | +44.0% | +37.2% | +26.0% |
| 5Y | +57.9% | +42.8% | +15.1% | +9.9% |
| 10Y | +234.4% | +128.8% | +105.6% | +76.1% |
| All | +234.4% | +130.4% | +104.1% | +76.1% |
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