+42.0%
XLP vs FIX
+933.9%
-891.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.4% | -6.7% | -1.3% |
| 7D | +0.7% | -17.5% | +18.2% | +0.8% |
| 30D | +10.3% | -41.6% | +51.8% | +10.8% |
| 3M | +6.5% | -40.6% | +47.1% | +7.0% |
| 6M | +8.4% | -49.4% | +57.8% | +9.3% |
| YTD | +18.2% | +9.2% | +9.0% | +15.2% |
| 1Y | +22.4% | +6.5% | +16.0% | +19.4% |
| 3Y | +41.9% | +448.7% | -406.8% | +14.1% |
| All | +42.0% | +933.9% | -891.9% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling