+22.7%
XLP vs EW
+25.9%
-3.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.3% |
| 7D | +2.5% | +4.9% | -2.4% | +2.0% |
| 30D | +7.3% | +23.9% | -16.6% | +4.8% |
| 3M | +8.1% | +15.8% | -7.7% | +6.2% |
| 6M | +10.5% | +31.7% | -21.2% | +7.7% |
| YTD | +21.2% | +25.7% | -4.5% | +18.5% |
| 1Y | +22.7% | +24.4% | -1.7% | +20.2% |
| All | +22.7% | +25.9% | -3.2% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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