+536.0%
XLP vs A
+457.0%
+78.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -1.0% | -1.9% | +0.9% | -0.8% |
| 30D | -0.9% | +6.9% | -7.8% | -1.7% |
| 3M | +3.8% | +9.2% | -5.4% | +2.6% |
| 6M | -1.7% | +25.7% | -27.4% | -4.7% |
| YTD | +10.3% | +11.5% | -1.3% | +8.3% |
| 1Y | +7.8% | +18.4% | -10.6% | +5.0% |
| 3Y | +27.2% | +26.6% | +0.6% | +21.9% |
| 5Y | +32.5% | -12.8% | +45.3% | +31.5% |
| 10Y | +101.8% | +247.2% | -145.4% | +71.8% |
| All | +536.0% | +457.0% | +78.9% | +382.8% |
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