+590.6%
XLP vs A
+535.2%
+55.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.3% | -0.4% |
| 7D | +3.5% | -5.2% | +8.7% | +4.1% |
| 30D | +11.6% | +1.4% | +10.1% | +11.3% |
| 3M | +7.6% | +21.9% | -14.3% | +5.0% |
| 6M | +10.0% | +46.7% | -36.6% | +4.8% |
| YTD | +19.7% | +27.2% | -7.5% | +15.7% |
| 1Y | +23.5% | +17.9% | +5.5% | +20.3% |
| 3Y | +44.0% | +61.1% | -17.2% | +34.0% |
| 5Y | +42.7% | +13.8% | +28.9% | +37.2% |
| 10Y | +131.3% | +318.8% | -187.5% | +92.8% |
| All | +590.6% | +535.2% | +55.4% | +415.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 all: compounded portfolio wealth divided by compounded A 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…
all analysis · Full analysis span regression · 6 months rolling