+102.9%
XLP vs BG
+159.1%
-56.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.0% | -1.4% |
| 7D | -1.4% | +2.4% | -3.8% | -1.9% |
| 30D | -1.3% | +15.0% | -16.3% | -3.8% |
| 3M | +1.8% | -0.7% | +2.5% | +1.7% |
| 6M | -0.8% | +7.5% | -8.3% | -2.6% |
| YTD | +9.5% | +41.6% | -32.1% | +2.3% |
| 1Y | +7.2% | +50.7% | -43.5% | -1.3% |
| 3Y | +27.1% | +20.3% | +6.8% | +20.6% |
| 5Y | +32.0% | +85.2% | -53.2% | +13.0% |
| 10Y | +102.9% | +160.6% | -57.7% | +51.4% |
| All | +102.9% | +159.1% | -56.2% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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