+43.4%
XLP vs NSC
+79.2%
-35.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -0.5% | -3.5% | +3.0% | +0.1% |
| 30D | +8.3% | +3.9% | +4.4% | +7.6% |
| 3M | +8.7% | -0.8% | +9.5% | +8.8% |
| 6M | +11.2% | +7.1% | +4.1% | +9.6% |
| YTD | +20.0% | +16.4% | +3.6% | +16.4% |
| 1Y | +21.3% | +16.9% | +4.4% | +17.6% |
| All | +43.4% | +79.2% | -35.8% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 3y: compounded portfolio wealth divided by compounded NSC 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…
3y analysis · Full analysis span regression · 6 months rolling