+508.9%
XLP vs NOC
+2,678.3%
-2,169.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.3% |
| YTD | +10.3% | -8.6% | +18.8% | +11.8% |
| 1Y | +7.8% | -9.7% | +17.5% | +9.5% |
| 3Y | +27.2% | +24.3% | +2.9% | +17.2% |
| 5Y | +32.5% | +52.6% | -20.1% | +13.7% |
| 10Y | +101.8% | +183.6% | -81.8% | +44.5% |
| All | +508.9% | +2,678.3% | -2,169.3% | +143.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling