+31.3%
XLP vs BNY
+252.4%
-221.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -2.2% | +1.9% | -4.2% | -2.6% |
| 3M | -0.6% | +13.9% | -14.5% | -3.1% |
| 6M | -2.2% | +42.3% | -44.5% | -8.9% |
| YTD | +8.3% | +41.8% | -33.6% | +0.6% |
| 1Y | +5.7% | +57.9% | -52.2% | -4.1% |
| 3Y | +25.7% | +290.7% | -265.1% | -7.7% |
| 5Y | +31.3% | +252.3% | -221.0% | -5.8% |
| All | +31.3% | +252.4% | -221.1% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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