+43.3%
XLP vs NOC
+65.5%
-22.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.4% |
| 7D | -0.5% | +4.9% | -5.4% | -1.3% |
| 30D | +8.3% | +13.6% | -5.3% | +6.1% |
| 3M | +8.7% | -3.9% | +12.6% | +9.2% |
| 6M | +11.2% | +1.4% | +9.8% | +10.6% |
| YTD | +20.0% | -2.2% | +22.2% | +19.5% |
| 1Y | +21.3% | -1.2% | +22.5% | +20.6% |
| 3Y | +43.8% | +25.0% | +18.8% | +35.9% |
| 5Y | +43.3% | +66.0% | -22.7% | +23.3% |
| All | +43.3% | +65.5% | -22.2% | +23.3% |
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