+22.7%
XLP vs ALL
+30.2%
-7.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | +2.5% | +5.0% | -2.5% | +1.2% |
| 30D | +7.3% | +13.3% | -6.0% | +4.3% |
| 3M | +8.1% | +3.2% | +4.9% | +7.1% |
| 6M | +10.5% | +25.3% | -14.9% | +5.8% |
| YTD | +21.2% | +30.5% | -9.3% | +15.4% |
| 1Y | +22.7% | +29.2% | -6.5% | +17.3% |
| All | +22.7% | +30.2% | -7.5% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling