+34.1%
XLP vs M
+27.3%
+6.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.0% |
| 7D | -1.0% | +4.7% | -5.7% | -1.3% |
| 30D | -0.9% | -9.6% | +8.8% | -0.2% |
| 3M | +3.8% | +0.9% | +3.0% | +3.6% |
| 6M | -1.7% | +22.3% | -24.0% | -3.2% |
| YTD | +10.3% | +6.5% | +3.7% | +9.4% |
| 1Y | +7.8% | +38.8% | -31.0% | +5.0% |
| 3Y | +27.2% | +115.9% | -88.7% | +17.6% |
| All | +34.1% | +27.3% | +6.8% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling