+135.4%
XLP vs NOC
+158.6%
-23.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | +2.3% | -0.3% | +2.6% | +2.3% |
| 30D | +9.1% | +14.1% | -5.0% | +5.5% |
| 3M | +7.9% | -4.6% | +12.5% | +8.9% |
| 6M | +9.6% | +0.7% | +8.9% | +8.9% |
| YTD | +19.4% | -2.6% | +22.1% | +18.9% |
| 1Y | +22.4% | -1.0% | +23.3% | +21.2% |
| 3Y | +43.2% | +24.5% | +18.7% | +31.2% |
| 5Y | +42.6% | +64.3% | -21.8% | +16.8% |
| 10Y | +135.4% | +162.8% | -27.3% | +73.6% |
| All | +135.4% | +158.6% | -23.2% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling