+529.4%
XLP vs BG
+1,131.5%
-602.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -1.0% | +2.8% | -3.8% | -1.4% |
| 30D | -0.9% | +12.0% | -12.9% | -2.7% |
| 3M | +3.8% | -7.7% | +11.5% | +4.8% |
| 6M | -1.7% | +4.5% | -6.2% | -2.8% |
| YTD | +10.3% | +35.7% | -25.4% | +4.7% |
| 1Y | +7.8% | +50.1% | -42.3% | +0.5% |
| 3Y | +27.2% | +12.6% | +14.6% | +22.8% |
| 5Y | +32.5% | +75.4% | -42.9% | +17.9% |
| 10Y | +101.8% | +150.5% | -48.7% | +63.6% |
| All | +529.4% | +1,131.5% | -602.1% | +337.2% |
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