+588.7%
XLP vs NDAQ
+2,327.9%
-1,739.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | -1.0% | -2.4% | +1.4% | -0.6% |
| 30D | -0.9% | +2.5% | -3.3% | -1.3% |
| 3M | +3.8% | +9.9% | -6.1% | +2.1% |
| 6M | -1.7% | +9.4% | -11.2% | -3.4% |
| YTD | +10.3% | +0.4% | +9.8% | +9.6% |
| 1Y | +7.8% | +4.0% | +3.8% | +6.4% |
| 3Y | +27.2% | +94.4% | -67.2% | +12.9% |
| 5Y | +32.5% | +56.7% | -24.2% | +20.8% |
| 10Y | +101.8% | +375.3% | -273.5% | +55.6% |
| All | +588.7% | +2,327.9% | -1,739.2% | +356.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling