+566.3%
XLP vs ES
+952.1%
-385.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.1% | +1.3% | +2.7% |
| 7D | +5.9% | +5.3% | +0.6% | +4.2% |
| 30D | +13.5% | +8.9% | +4.5% | +10.4% |
| 3M | +8.4% | -1.9% | +10.3% | +9.0% |
| 6M | +11.5% | +3.9% | +7.7% | +10.0% |
| YTD | +20.6% | +8.3% | +12.4% | +17.2% |
| 1Y | +24.3% | -0.1% | +24.5% | +23.4% |
| 3Y | +45.1% | +46.0% | -1.0% | +25.2% |
| 5Y | +44.6% | +3.1% | +41.5% | +38.8% |
| 10Y | +133.1% | +88.4% | +44.7% | +83.6% |
| All | +566.3% | +952.1% | -385.8% | +243.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling