+647.9%
XLP vs NDAQ
+2,586.3%
-1,938.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | -0.3% |
| 7D | +3.5% | +1.2% | +2.3% | +3.3% |
| 30D | +11.6% | +15.8% | -4.2% | +8.9% |
| 3M | +7.6% | +13.4% | -5.7% | +5.4% |
| 6M | +10.0% | +20.9% | -10.8% | +6.5% |
| YTD | +19.7% | +11.1% | +8.6% | +17.0% |
| 1Y | +23.5% | +26.5% | -3.0% | +18.1% |
| 3Y | +44.0% | +121.5% | -77.5% | +25.1% |
| 5Y | +42.7% | +61.3% | -18.6% | +29.5% |
| 10Y | +131.3% | +480.0% | -348.7% | +73.2% |
| All | +647.9% | +2,586.3% | -1,938.4% | +387.8% |
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