+59.3%
XLF vs XLP
+44.5%
+14.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | -0.1% |
| 7D | +2.7% | +2.5% | +0.1% | +1.0% |
| 30D | +7.6% | +7.3% | +0.3% | +2.8% |
| 3M | +1.1% | +8.1% | -7.0% | -4.0% |
| 6M | +15.9% | +10.5% | +5.4% | +8.1% |
| YTD | +8.4% | +21.2% | -12.7% | -6.4% |
| 1Y | +12.5% | +22.7% | -10.2% | -3.9% |
| 3Y | +81.6% | +44.8% | +36.8% | +33.6% |
| All | +59.3% | +44.5% | +14.8% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling