+102.4%
XLP vs NYT
+487.2%
-384.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | -2.5% | -0.7% | -1.8% | -2.5% |
| 30D | -1.9% | +4.5% | -6.3% | -2.5% |
| 3M | -2.1% | -8.5% | +6.4% | -1.2% |
| 6M | -1.8% | -15.1% | +13.2% | -0.1% |
| YTD | +8.3% | -3.3% | +11.6% | +8.2% |
| 1Y | +6.8% | +17.0% | -10.2% | +3.9% |
| 3Y | +25.7% | +55.7% | -29.9% | +16.5% |
| 5Y | +31.9% | +38.9% | -6.9% | +22.3% |
| All | +102.4% | +487.2% | -384.7% | +65.5% |
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