+508.9%
XLP vs BNY
+711.3%
-202.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.0% | +1.4% | -2.5% | -1.3% |
| 30D | -0.9% | +3.8% | -4.7% | -1.7% |
| 3M | +3.8% | +14.9% | -11.1% | +0.7% |
| 6M | -1.7% | +40.3% | -42.1% | -8.6% |
| YTD | +10.3% | +43.8% | -33.5% | +1.9% |
| 1Y | +7.8% | +58.9% | -51.1% | -2.5% |
| 3Y | +27.2% | +290.4% | -263.2% | -5.1% |
| 5Y | +32.5% | +250.1% | -217.5% | -0.2% |
| 10Y | +101.8% | +410.7% | -308.9% | +36.4% |
| All | +508.9% | +711.3% | -202.4% | +200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling