+124.6%
XLP vs ES
+85.7%
+38.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.2% |
| 7D | +0.7% | +1.9% | -1.1% | 0.0% |
| 30D | +10.3% | +7.1% | +3.2% | +7.5% |
| 3M | +6.5% | -1.9% | +8.5% | +7.2% |
| 6M | +8.4% | +4.4% | +4.0% | +6.5% |
| YTD | +18.2% | +7.3% | +10.9% | +14.6% |
| 1Y | +22.4% | +2.1% | +20.3% | +20.3% |
| 3Y | +41.9% | +41.8% | +0.1% | +19.9% |
| 5Y | +40.9% | +1.4% | +39.4% | +35.5% |
| All | +124.6% | +85.7% | +38.9% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling