+22.4%
XLP vs ES
+1.8%
+20.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.5% |
| 7D | +0.7% | +1.9% | -1.1% | +0.2% |
| 30D | +10.3% | +7.1% | +3.2% | +8.4% |
| 3M | +6.5% | -1.9% | +8.5% | +6.8% |
| 6M | +8.4% | +4.4% | +4.0% | +7.5% |
| YTD | +18.2% | +7.3% | +10.9% | +16.9% |
| 1Y | +22.4% | +2.1% | +20.3% | +21.5% |
| All | +22.4% | +1.8% | +20.6% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling