+252.4%
XLI vs XLP
+102.6%
+149.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.1% |
| 7D | +1.0% | -1.4% | +2.4% | +2.2% |
| 30D | -5.8% | -1.3% | -4.5% | -4.9% |
| 3M | +0.7% | +1.8% | -1.1% | -1.6% |
| 6M | +3.2% | -0.8% | +4.0% | +2.9% |
| YTD | +13.0% | +9.5% | +3.5% | +3.2% |
| 1Y | +16.8% | +7.2% | +9.6% | +8.4% |
| 3Y | +72.4% | +27.1% | +45.3% | +35.3% |
| 5Y | +82.8% | +32.0% | +50.7% | +37.7% |
| 10Y | +252.4% | +102.9% | +149.5% | +92.5% |
| All | +252.4% | +102.6% | +149.9% | +92.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling