+128.8%
XLP vs M
+3.7%
+125.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.1% | -7.2% | +0.3% |
| 7D | +0.1% | +2.5% | -2.5% | -0.2% |
| 30D | +8.9% | +10.1% | -1.1% | +8.1% |
| 3M | +7.5% | -0.9% | +8.4% | +7.4% |
| 6M | +9.4% | +30.2% | -20.7% | +6.9% |
| YTD | +19.3% | +16.3% | +3.0% | +17.3% |
| 1Y | +21.7% | +27.0% | -5.2% | +18.9% |
| 3Y | +44.0% | +154.5% | -110.5% | +30.4% |
| 5Y | +42.8% | -1.1% | +43.8% | +36.2% |
| 10Y | +128.8% | +0.5% | +128.3% | +88.7% |
| All | +128.8% | +3.7% | +125.1% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling