+22.4%
XLP vs BIL
+3.0%
+19.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +0.7% | -0.3% | +1.0% | +0.6% |
| 30D | +10.3% | 0.0% | +10.3% | +9.1% |
| 3M | +6.5% | +0.3% | +6.2% | +1.2% |
| 6M | +8.4% | +1.2% | +7.1% | -2.5% |
| YTD | +18.2% | +2.5% | +15.7% | -1.7% |
| 1Y | +22.4% | +3.0% | +19.4% | -5.1% |
| All | +22.4% | +3.0% | +19.4% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 1y: compounded portfolio wealth divided by compounded BIL 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…
1y analysis · Full analysis span regression · 6 months rolling