+34.1%
XLP vs ALL
+118.4%
-84.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -0.9% | -1.5% | +0.6% | -0.6% |
| 3M | +3.8% | +23.6% | -19.8% | -1.1% |
| 6M | -1.7% | +22.3% | -24.1% | -6.2% |
| YTD | +10.3% | +26.5% | -16.3% | +4.3% |
| 1Y | +7.8% | +27.0% | -19.2% | +1.7% |
| 3Y | +27.2% | +149.6% | -122.4% | +2.1% |
| All | +34.1% | +118.4% | -84.4% | +9.8% |
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