+42.0%
XLP vs BG
+21.4%
+20.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | +0.7% | +2.5% | -1.8% | +0.4% |
| 30D | +10.3% | -6.1% | +16.3% | +11.1% |
| 3M | +6.5% | -8.5% | +15.0% | +7.5% |
| 6M | +8.4% | -20.4% | +28.8% | +11.3% |
| YTD | +18.2% | +13.3% | +4.9% | +15.1% |
| 1Y | +22.4% | +7.3% | +15.2% | +20.1% |
| 3Y | +41.9% | +2.6% | +39.3% | +38.5% |
| All | +42.0% | +21.4% | +20.6% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling