+139.5%
XLP vs NOC
+160.0%
-20.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +2.5% | +4.8% | -2.3% | +1.3% |
| 30D | +7.3% | +11.0% | -3.7% | +4.4% |
| 3M | +8.1% | -3.8% | +11.9% | +8.9% |
| 6M | +10.5% | +0.6% | +9.8% | +9.8% |
| YTD | +21.2% | -2.3% | +23.5% | +20.5% |
| 1Y | +22.7% | +0.3% | +22.5% | +21.1% |
| 3Y | +44.8% | +24.6% | +20.2% | +32.7% |
| 5Y | +44.7% | +66.0% | -21.3% | +18.2% |
| All | +139.5% | +160.0% | -20.5% | +76.7% |
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