+28.1%
XLP vs BBY
+42.8%
-14.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -1.1% |
| 7D | -1.0% | +9.5% | -10.5% | -1.9% |
| 30D | -0.9% | +6.8% | -7.7% | -1.5% |
| 3M | +3.8% | +28.9% | -25.0% | +1.5% |
| 6M | -1.7% | +37.8% | -39.5% | -4.7% |
| YTD | +10.3% | +38.7% | -28.5% | +6.8% |
| 1Y | +7.8% | +23.7% | -15.9% | +5.4% |
| All | +28.1% | +42.8% | -14.7% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling