+422.3%
XLF vs XLP
+523.7%
-101.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | +0.1% |
| 7D | 0.0% | -1.0% | +1.0% | +1.1% |
| 30D | +0.2% | -0.9% | +1.1% | +1.0% |
| 3M | +11.7% | +3.8% | +7.9% | +6.7% |
| 6M | +13.8% | -1.7% | +15.5% | +14.7% |
| YTD | +7.0% | +10.3% | -3.3% | -5.3% |
| 1Y | +9.1% | +7.8% | +1.3% | -1.2% |
| 3Y | +75.6% | +27.2% | +48.4% | +31.0% |
| 5Y | +66.4% | +32.5% | +33.9% | +17.6% |
| 10Y | +250.3% | +101.8% | +148.5% | +53.0% |
| All | +422.3% | +523.7% | -101.4% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling