+508.9%
XLP vs GEN
+3,300.1%
-2,791.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.6% |
| 7D | -1.0% | -1.2% | +0.2% | -0.9% |
| 30D | -0.9% | +10.1% | -11.0% | -1.7% |
| 3M | +3.8% | +16.1% | -12.3% | +2.4% |
| 6M | -1.7% | +38.9% | -40.6% | -4.8% |
| YTD | +10.3% | +14.4% | -4.2% | +8.5% |
| 1Y | +7.8% | +5.9% | +1.9% | +6.8% |
| 3Y | +27.2% | +58.8% | -31.6% | +21.0% |
| 5Y | +32.5% | +24.7% | +7.9% | +27.7% |
| 10Y | +101.8% | +163.1% | -61.3% | +79.3% |
| All | +508.9% | +3,300.1% | -2,791.1% | +392.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling