+42.7%
XLP vs ES
+5.0%
+37.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.8% | -1.4% |
| 7D | +3.5% | +5.9% | -2.4% | +1.7% |
| 30D | +11.6% | +10.2% | +1.3% | +8.4% |
| 3M | +7.6% | +0.4% | +7.2% | +7.4% |
| 6M | +10.0% | +6.9% | +3.2% | +7.7% |
| YTD | +19.7% | +10.5% | +9.2% | +15.8% |
| 1Y | +23.5% | +3.2% | +20.3% | +21.4% |
| 3Y | +44.0% | +49.0% | -5.1% | +23.2% |
| 5Y | +42.7% | +4.5% | +38.2% | +39.6% |
| All | +42.7% | +5.0% | +37.7% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling