+6.8%
XLP vs FPS
-14.8%
+21.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.8% | +9.4% | -1.0% |
| 7D | -0.2% | +21.6% | -21.8% | +1.2% |
| 30D | +8.2% | -38.8% | +46.9% | +5.9% |
| 3M | +7.7% | -42.1% | +49.9% | +5.4% |
| 6M | +9.3% | -48.5% | +57.8% | +5.6% |
| All | +6.8% | -14.8% | +21.6% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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