+5.7%
XLP vs BBY
+20.2%
-14.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -2.9% | +1.2% | -4.1% | -3.0% |
| 30D | -2.2% | +6.8% | -9.0% | -2.6% |
| 3M | -0.6% | +18.7% | -19.3% | -1.3% |
| 6M | -2.2% | +37.3% | -39.5% | -3.6% |
| YTD | +8.3% | +35.3% | -27.0% | +6.9% |
| 1Y | +5.7% | +20.7% | -14.9% | +5.1% |
| All | +5.7% | +20.2% | -14.5% | +5.1% |
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