+136.2%
XLP vs NYT
+528.4%
-392.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -0.2% | +9.0% | -9.2% | -1.4% |
| 30D | +8.2% | +6.8% | +1.3% | +7.2% |
| 3M | +7.7% | +12.1% | -4.4% | +5.9% |
| 6M | +9.3% | -7.7% | +17.0% | +10.0% |
| YTD | +19.5% | +4.2% | +15.3% | +18.0% |
| 1Y | +21.0% | +14.3% | +6.7% | +17.9% |
| 3Y | +43.2% | +69.8% | -26.5% | +30.9% |
| 5Y | +42.7% | +57.7% | -15.0% | +29.9% |
| All | +136.2% | +528.4% | -392.3% | +86.6% |
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