+69.9%
XLI vs XLP
+44.5%
+25.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.2% |
| 7D | +3.8% | +2.5% | +1.2% | +2.3% |
| 30D | +1.0% | +7.3% | -6.3% | -3.2% |
| 3M | -8.9% | +8.1% | -17.0% | -13.2% |
| 6M | -2.3% | +10.5% | -12.8% | -8.6% |
| YTD | +9.7% | +21.2% | -11.5% | -4.2% |
| 1Y | +12.3% | +22.7% | -10.4% | -2.8% |
| 3Y | +71.5% | +44.8% | +26.7% | +27.8% |
| All | +69.9% | +44.5% | +25.4% | +26.7% |
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