+32.0%
XLP vs BBY
+0.9%
+31.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.5% |
| 7D | -1.4% | +8.1% | -9.6% | -2.4% |
| 30D | -1.3% | +8.9% | -10.2% | -2.4% |
| 3M | +1.8% | +22.0% | -20.2% | -0.7% |
| 6M | -0.8% | +37.8% | -38.6% | -5.0% |
| YTD | +9.5% | +37.3% | -27.8% | +4.8% |
| 1Y | +7.2% | +21.6% | -14.4% | +4.0% |
| 3Y | +27.1% | +41.5% | -14.4% | +17.7% |
| 5Y | +32.0% | +1.2% | +30.8% | +21.5% |
| All | +32.0% | +0.9% | +31.1% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling