+24.3%
XLP vs BBY
+33.0%
-8.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.0% | -4.6% | +2.4% |
| 7D | +5.9% | +4.5% | +1.3% | +5.2% |
| 30D | +13.5% | +16.0% | -2.5% | +11.6% |
| 3M | +8.4% | +18.6% | -10.2% | +6.4% |
| 6M | +11.5% | +80.1% | -68.5% | +6.8% |
| YTD | +20.6% | +57.4% | -36.8% | +16.7% |
| 1Y | +24.3% | +34.5% | -10.2% | +24.0% |
| All | +24.3% | +33.0% | -8.7% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 1y: compounded portfolio wealth divided by compounded BBY 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…
1y analysis · Full analysis span regression · 6 months rolling