+128.8%
XLP vs BBY
+308.8%
-180.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.7% | -5.8% | -0.1% |
| 7D | +0.1% | +10.5% | -10.5% | -1.5% |
| 30D | +8.9% | +22.1% | -13.2% | +5.5% |
| 3M | +7.5% | +31.0% | -23.5% | +2.8% |
| 6M | +9.4% | +83.2% | -73.8% | -1.0% |
| YTD | +19.3% | +65.1% | -45.8% | +9.3% |
| 1Y | +21.7% | +41.6% | -19.9% | +14.2% |
| 3Y | +44.0% | +95.6% | -51.6% | +24.4% |
| 5Y | +42.8% | +1.0% | +41.8% | +35.8% |
| 10Y | +128.8% | +296.9% | -168.1% | +82.5% |
| All | +128.8% | +308.8% | -180.0% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling