+42.7%
XLP vs M
-6.1%
+48.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | -0.3% |
| 7D | +3.5% | -2.1% | +5.6% | +3.6% |
| 30D | +11.6% | +7.7% | +3.8% | +10.9% |
| 3M | +7.6% | -4.4% | +12.0% | +7.9% |
| 6M | +10.0% | +27.5% | -17.5% | +7.9% |
| YTD | +19.7% | +12.8% | +7.0% | +18.3% |
| 1Y | +23.5% | +20.7% | +2.7% | +21.3% |
| 3Y | +44.0% | +111.3% | -67.3% | +32.9% |
| 5Y | +42.7% | -6.3% | +49.0% | +36.6% |
| All | +42.7% | -6.1% | +48.8% | +36.6% |
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