+254.2%
XLI vs XLP
+103.9%
+150.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +1.1% |
| 7D | -1.1% | -1.0% | 0.0% | -0.2% |
| 30D | -5.9% | -0.9% | -5.1% | -5.4% |
| 3M | -0.3% | +3.8% | -4.1% | -4.1% |
| 6M | +0.1% | -1.7% | +1.9% | +0.7% |
| YTD | +13.6% | +10.3% | +3.3% | +3.2% |
| 1Y | +17.2% | +7.8% | +9.4% | +8.2% |
| 3Y | +68.2% | +27.2% | +41.0% | +32.1% |
| 5Y | +80.7% | +32.5% | +48.2% | +35.8% |
| All | +254.2% | +103.9% | +150.2% | +92.4% |
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