+42.0%
XLP vs ALL
+143.1%
-101.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.2% |
| 7D | +0.7% | -1.9% | +2.7% | +1.2% |
| 30D | +10.3% | +13.8% | -3.5% | +7.1% |
| 3M | +6.5% | -7.0% | +13.5% | +8.2% |
| 6M | +8.4% | +18.0% | -9.7% | +4.2% |
| YTD | +18.2% | +24.2% | -6.0% | +12.1% |
| 1Y | +22.4% | +31.2% | -8.8% | +14.6% |
| 3Y | +41.9% | +107.5% | -65.6% | +18.7% |
| All | +42.0% | +143.1% | -101.1% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling