+508.9%
XLP vs NI
+971.9%
-463.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.6% |
| 7D | -1.0% | +2.0% | -3.0% | -1.6% |
| 30D | -0.9% | -3.5% | +2.7% | +0.1% |
| 3M | +3.8% | -9.1% | +12.9% | +6.7% |
| 6M | -1.7% | -11.8% | +10.1% | +1.8% |
| YTD | +10.3% | +1.1% | +9.2% | +9.6% |
| 1Y | +7.8% | +6.7% | +1.1% | +5.3% |
| 3Y | +27.2% | +71.1% | -43.9% | +7.0% |
| 5Y | +32.5% | +94.3% | -61.8% | +6.7% |
| 10Y | +101.8% | +135.8% | -34.0% | +50.8% |
| All | +508.9% | +971.9% | -463.0% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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