+508.9%
XLP vs M
+138.9%
+370.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.1% |
| 7D | -1.0% | +4.7% | -5.7% | -1.6% |
| 30D | -0.9% | -9.6% | +8.8% | +0.3% |
| 3M | +3.8% | +0.9% | +3.0% | +3.5% |
| 6M | -1.7% | +22.3% | -24.0% | -4.4% |
| YTD | +10.3% | +6.5% | +3.7% | +8.7% |
| 1Y | +7.8% | +38.8% | -31.0% | +2.8% |
| 3Y | +27.2% | +115.9% | -88.7% | +11.4% |
| 5Y | +32.5% | +28.6% | +3.9% | +18.5% |
| 10Y | +101.8% | -2.5% | +104.3% | +67.8% |
| All | +508.9% | +138.9% | +370.1% | +262.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling