+23.5%
XLP vs FIX
+0.4%
+23.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.6% | +10.8% | -1.7% |
| 7D | +3.5% | -27.2% | +30.7% | +1.0% |
| 30D | +11.6% | -46.9% | +58.5% | +6.6% |
| 3M | +7.6% | -44.4% | +52.1% | +3.3% |
| 6M | +10.0% | -50.9% | +60.9% | +5.5% |
| YTD | +19.7% | +3.5% | +16.2% | +16.9% |
| 1Y | +23.5% | -2.1% | +25.6% | +20.4% |
| All | +23.5% | +0.4% | +23.1% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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