+21.0%
XLP vs NDAQ
+25.3%
-4.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -0.2% | +1.7% | -1.9% | -0.4% |
| 30D | +8.2% | +16.2% | -8.1% | +7.0% |
| 3M | +7.7% | +14.0% | -6.2% | +6.7% |
| 6M | +9.3% | +22.3% | -13.0% | +8.0% |
| YTD | +19.5% | +13.0% | +6.5% | +17.2% |
| 1Y | +21.0% | +24.0% | -3.0% | +16.6% |
| All | +21.0% | +25.3% | -4.3% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 1y: compounded portfolio wealth divided by compounded NDAQ 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…
1y analysis · Full analysis span regression · 6 months rolling