+552.8%
XLP vs BAX
+157.2%
+395.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +0.7% | +12.1% | -11.4% | -2.2% |
| 30D | +10.3% | +7.6% | +2.7% | +8.0% |
| 3M | +6.5% | -4.5% | +11.0% | +7.4% |
| 6M | +8.4% | +52.0% | -43.6% | -3.4% |
| YTD | +18.2% | +35.1% | -16.9% | +7.0% |
| 1Y | +22.4% | +43.7% | -21.3% | +9.0% |
| 3Y | +41.9% | -20.9% | +62.8% | +42.7% |
| 5Y | +40.9% | -63.5% | +104.4% | +72.7% |
| 10Y | +128.4% | -36.0% | +164.4% | +135.0% |
| All | +552.8% | +157.2% | +395.6% | +300.3% |
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