+508.9%
XLP vs FIX
+11,476.6%
-10,967.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | -1.0% | +6.0% | -7.1% | -1.5% |
| 30D | -0.9% | -7.2% | +6.4% | -0.3% |
| 3M | +3.8% | -15.9% | +19.7% | +4.8% |
| 6M | -1.7% | +12.7% | -14.5% | -3.9% |
| YTD | +10.3% | +72.8% | -62.5% | +3.4% |
| 1Y | +7.8% | +122.9% | -115.1% | -1.9% |
| 3Y | +27.2% | +774.3% | -747.1% | -2.2% |
| 5Y | +32.5% | +2,049.5% | -2,017.0% | -8.2% |
| 10Y | +101.8% | +5,821.5% | -5,719.7% | +23.1% |
| All | +508.9% | +11,476.6% | -10,967.7% | +211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling