+508.9%
XLP vs BBY
+1,301.7%
-792.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -1.1% |
| 7D | -1.0% | +9.5% | -10.5% | -2.0% |
| 30D | -0.9% | +6.8% | -7.7% | -1.7% |
| 3M | +3.8% | +28.9% | -25.0% | +0.9% |
| 6M | -1.7% | +37.8% | -39.5% | -5.5% |
| YTD | +10.3% | +38.7% | -28.5% | +5.8% |
| 1Y | +7.8% | +23.7% | -15.9% | +4.6% |
| 3Y | +27.2% | +39.1% | -11.9% | +20.1% |
| 5Y | +32.5% | -0.4% | +32.9% | +28.1% |
| 10Y | +101.8% | +234.0% | -132.2% | +68.7% |
| All | +508.9% | +1,301.7% | -792.7% | +294.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling