+42.0%
XLP vs NSC
+23.9%
+18.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.6% |
| 7D | +0.7% | -6.6% | +7.4% | +2.5% |
| 30D | +10.3% | +2.2% | +8.1% | +9.7% |
| 3M | +6.5% | -6.2% | +12.7% | +8.2% |
| 6M | +8.4% | +1.7% | +6.7% | +7.7% |
| YTD | +18.2% | +12.2% | +6.0% | +14.4% |
| 1Y | +22.4% | +15.4% | +7.0% | +17.6% |
| 3Y | +41.9% | +73.3% | -31.4% | +19.0% |
| All | +42.0% | +23.9% | +18.1% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling