+215.1%
XLF vs XLP
+135.7%
+79.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +1.2% | -0.2% | +1.4% | +1.4% |
| 30D | +6.2% | +8.2% | -2.0% | -0.9% |
| 3M | +0.9% | +7.7% | -6.9% | -5.7% |
| 6M | +13.6% | +9.3% | +4.3% | +4.4% |
| YTD | +7.6% | +19.5% | -11.9% | -9.7% |
| 1Y | +10.2% | +21.0% | -10.8% | -8.6% |
| 3Y | +79.8% | +43.2% | +36.6% | +25.3% |
| 5Y | +58.0% | +42.7% | +15.3% | +9.6% |
| All | +215.1% | +135.7% | +79.4% | +60.9% |
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 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