+136.2%
XLP vs ALL
+376.2%
-240.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.0% |
| 7D | -0.2% | 0.0% | -0.2% | -0.3% |
| 30D | +8.2% | +12.8% | -4.7% | +4.2% |
| 3M | +7.7% | +4.7% | +3.1% | +6.1% |
| 6M | +9.3% | +24.9% | -15.6% | +1.6% |
| YTD | +19.5% | +30.0% | -10.5% | +9.3% |
| 1Y | +21.0% | +29.9% | -8.9% | +10.6% |
| 3Y | +43.2% | +117.5% | -74.3% | +8.6% |
| 5Y | +42.7% | +161.7% | -119.0% | -1.5% |
| All | +136.2% | +376.2% | -240.1% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling