+7.8%
XLP vs FTI
+108.8%
-101.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.0% | +5.3% | -6.3% | -0.9% |
| 30D | -0.9% | +15.3% | -16.2% | -0.7% |
| 3M | +3.8% | +15.8% | -12.0% | +4.0% |
| 6M | -1.7% | +22.6% | -24.3% | -2.1% |
| YTD | +10.3% | +79.5% | -69.3% | +8.4% |
| 1Y | +7.8% | +102.0% | -94.2% | +6.1% |
| All | +7.8% | +108.8% | -101.0% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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