+135.4%
XLP vs BAX
-34.5%
+169.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +2.3% | +3.6% | -1.3% | +1.6% |
| 30D | +9.1% | +8.5% | +0.6% | +7.0% |
| 3M | +7.9% | -4.9% | +12.7% | +8.7% |
| 6M | +9.6% | +47.0% | -37.4% | -0.1% |
| YTD | +19.4% | +38.4% | -19.0% | +8.9% |
| 1Y | +22.4% | +49.1% | -26.8% | +9.5% |
| 3Y | +43.2% | -14.9% | +58.1% | +41.9% |
| 5Y | +42.6% | -63.1% | +105.7% | +81.7% |
| 10Y | +135.4% | -35.6% | +171.0% | +172.8% |
| All | +135.4% | -34.5% | +169.9% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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