+44.0%
XLP vs BAX
-17.7%
+61.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.6% |
| 7D | +0.1% | +9.0% | -9.0% | -0.9% |
| 30D | +8.9% | +8.5% | +0.5% | +7.8% |
| 3M | +7.5% | -4.1% | +11.6% | +7.8% |
| 6M | +9.4% | +46.9% | -37.5% | +4.4% |
| YTD | +19.3% | +38.4% | -19.1% | +13.6% |
| 1Y | +21.7% | +47.0% | -25.3% | +14.9% |
| 3Y | +44.0% | -14.9% | +58.9% | +40.8% |
| All | +44.0% | -17.7% | +61.7% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling