+77.8%
XLF vs XLP
+42.1%
+35.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | 0.0% |
| 7D | +1.2% | +0.7% | +0.4% | +0.8% |
| 30D | +6.3% | +10.3% | -3.9% | +1.8% |
| 3M | -0.8% | +6.5% | -7.3% | -3.6% |
| 6M | +11.0% | +8.4% | +2.7% | +6.8% |
| YTD | +5.6% | +18.2% | -12.6% | -4.2% |
| 1Y | +10.8% | +22.4% | -11.6% | -1.8% |
| 3Y | +77.8% | +41.9% | +35.9% | +47.1% |
| All | +77.8% | +42.1% | +35.7% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling