+574.7%
XLP vs BG
+928.0%
-353.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | +0.7% | +2.5% | -1.8% | +0.3% |
| 30D | +10.3% | -6.1% | +16.3% | +11.2% |
| 3M | +6.5% | -8.5% | +15.0% | +7.7% |
| 6M | +8.4% | -20.4% | +28.8% | +11.7% |
| YTD | +18.2% | +13.3% | +4.9% | +15.2% |
| 1Y | +22.4% | +7.3% | +15.2% | +20.3% |
| 3Y | +41.9% | +2.6% | +39.3% | +38.8% |
| 5Y | +40.9% | +22.0% | +18.9% | +32.4% |
| 10Y | +128.4% | +91.8% | +36.6% | +92.6% |
| All | +574.7% | +928.0% | -353.3% | +381.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling