+43.4%
XLP vs NYT
+73.3%
-29.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.5% | +9.3% | -9.9% | -1.4% |
| 30D | +8.3% | +10.0% | -1.7% | +7.4% |
| 3M | +8.7% | +14.5% | -5.8% | +7.1% |
| 6M | +11.2% | -5.4% | +16.5% | +11.4% |
| YTD | +20.0% | +6.0% | +14.0% | +18.5% |
| 1Y | +21.3% | +16.7% | +4.6% | +18.4% |
| All | +43.4% | +73.3% | -29.9% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling