+103.1%
XLP vs NOC
+182.6%
-79.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.2% |
| 7D | -1.0% | -5.2% | +4.2% | +0.3% |
| 30D | -0.9% | -7.2% | +6.3% | +0.9% |
| 3M | +3.8% | -5.1% | +8.9% | +4.9% |
| 6M | -1.7% | -31.1% | +29.3% | +7.4% |
| YTD | +10.3% | -8.6% | +18.8% | +11.7% |
| 1Y | +7.8% | -9.7% | +17.5% | +9.3% |
| 3Y | +27.2% | +24.3% | +2.9% | +16.3% |
| 5Y | +32.5% | +52.6% | -20.1% | +10.8% |
| All | +103.1% | +182.6% | -79.4% | +44.0% |
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