+566.3%
XLP vs M
+168.6%
+397.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.6% | -4.3% | +2.5% |
| 7D | +5.9% | +8.3% | -2.4% | +4.9% |
| 30D | +13.5% | +14.2% | -0.7% | +11.7% |
| 3M | +8.4% | -1.1% | +9.5% | +8.4% |
| 6M | +11.5% | +36.6% | -25.1% | +7.1% |
| YTD | +20.6% | +19.8% | +0.8% | +17.2% |
| 1Y | +24.3% | +37.2% | -12.9% | +18.7% |
| 3Y | +45.1% | +124.5% | -79.4% | +26.6% |
| 5Y | +44.6% | +1.5% | +43.1% | +34.0% |
| 10Y | +133.1% | +7.8% | +125.3% | +91.6% |
| All | +566.3% | +168.6% | +397.7% | +290.7% |
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 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