+508.9%
XLP vs NSC
+1,890.7%
-1,381.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -1.0% | -5.5% | +4.5% | +0.1% |
| 30D | -0.9% | -3.2% | +2.3% | -0.2% |
| 3M | +3.8% | +7.7% | -3.9% | +2.1% |
| 6M | -1.7% | +4.5% | -6.3% | -2.9% |
| YTD | +10.3% | +15.6% | -5.3% | +6.6% |
| 1Y | +7.8% | +19.8% | -12.0% | +3.4% |
| 3Y | +27.2% | +70.1% | -42.9% | +11.9% |
| 5Y | +32.5% | +46.1% | -13.6% | +19.5% |
| 10Y | +101.8% | +328.1% | -226.3% | +43.9% |
| All | +508.9% | +1,890.7% | -1,381.8% | +216.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling