+10.0%
XLP vs GEN
+57.0%
-47.0%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.7% |
| 7D | +3.5% | +8.5% | -5.0% | +2.9% |
| 30D | +11.6% | +34.2% | -22.7% | +9.3% |
| 3M | +7.6% | +10.0% | -2.3% | +6.8% |
| 6M | +10.0% | +56.8% | -46.7% | +9.3% |
| All | +10.0% | +57.0% | -47.0% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 6mo: compounded portfolio wealth divided by compounded GEN 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…
6mo analysis · Full analysis span regression · 6 months rolling