+561.3%
XLP vs BAX
+155.8%
+405.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | 0.0% |
| 7D | +3.5% | +9.1% | -5.7% | +1.2% |
| 30D | +11.6% | +5.3% | +6.3% | +9.8% |
| 3M | +7.6% | -6.1% | +13.8% | +8.9% |
| 6M | +10.0% | +53.3% | -43.2% | -2.2% |
| YTD | +19.7% | +34.4% | -14.7% | +8.6% |
| 1Y | +23.5% | +43.2% | -19.7% | +10.0% |
| 3Y | +44.0% | -20.1% | +64.1% | +44.4% |
| 5Y | +42.7% | -63.7% | +106.4% | +75.1% |
| 10Y | +131.3% | -36.3% | +167.7% | +138.4% |
| All | +561.3% | +155.8% | +405.5% | +306.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling