+12.1%
XLI vs XLP
+22.6%
-10.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.3% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | +1.1% | +8.3% | -7.3% | +0.4% |
| 3M | -7.7% | +8.7% | -16.4% | -8.4% |
| 6M | -1.8% | +11.2% | -13.0% | -3.4% |
| YTD | +11.1% | +20.0% | -8.9% | +6.7% |
| 1Y | +12.1% | +21.3% | -9.2% | +7.1% |
| All | +12.1% | +22.6% | -10.4% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling