+64.1%
XLI vs XLP
+40.8%
+23.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.8% |
| 7D | -2.8% | +0.7% | -3.6% | -3.3% |
| 30D | -3.1% | +10.3% | -13.3% | -8.7% |
| 3M | -11.7% | +6.5% | -18.3% | -15.2% |
| 6M | -7.6% | +8.4% | -15.9% | -12.7% |
| YTD | +5.7% | +18.2% | -12.5% | -6.3% |
| 1Y | +7.8% | +22.4% | -14.6% | -7.0% |
| 3Y | +67.4% | +41.9% | +25.5% | +26.0% |
| All | +64.1% | +40.8% | +23.3% | +22.7% |
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