+139.5%
XLP vs NYT
+540.3%
-400.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.2% |
| 7D | +2.5% | +6.5% | -4.0% | +1.7% |
| 30D | +7.3% | +8.4% | -1.1% | +6.1% |
| 3M | +8.1% | +13.9% | -5.9% | +6.1% |
| 6M | +10.5% | -4.8% | +15.3% | +10.8% |
| YTD | +21.2% | +6.2% | +15.0% | +19.4% |
| 1Y | +22.7% | +14.3% | +8.4% | +19.6% |
| 3Y | +44.8% | +73.6% | -28.8% | +32.0% |
| 5Y | +44.7% | +60.6% | -15.9% | +31.4% |
| All | +139.5% | +540.3% | -400.8% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling