+42.0%
XLP vs NOC
+56.0%
-14.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | +0.7% | -5.8% | +6.6% | +1.7% |
| 30D | +10.3% | +10.9% | -0.6% | +8.4% |
| 3M | +6.5% | -7.1% | +13.6% | +7.6% |
| 6M | +8.4% | -5.3% | +13.7% | +9.0% |
| YTD | +18.2% | -6.8% | +25.0% | +18.6% |
| 1Y | +22.4% | -6.7% | +29.1% | +22.8% |
| 3Y | +41.9% | +17.2% | +24.7% | +35.5% |
| All | +42.0% | +56.0% | -14.0% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling