+6.8%
XLP vs NYT
+15.8%
-9.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.2% |
| 3M | -2.1% | -8.5% | +6.4% | -1.7% |
| 6M | -1.8% | -15.1% | +13.2% | -1.5% |
| YTD | +8.3% | -3.3% | +11.6% | +8.4% |
| 1Y | +6.8% | +17.0% | -10.2% | +4.2% |
| All | +6.8% | +15.8% | -9.0% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling