+43.3%
XLP vs NYT
+60.8%
-17.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.5% | +9.3% | -9.9% | -1.5% |
| 30D | +8.3% | +10.0% | -1.7% | +7.3% |
| 3M | +8.7% | +14.5% | -5.8% | +7.0% |
| 6M | +11.2% | -5.4% | +16.5% | +11.5% |
| YTD | +20.0% | +6.0% | +14.0% | +18.5% |
| 1Y | +21.3% | +16.7% | +4.6% | +18.6% |
| 3Y | +43.8% | +72.7% | -28.9% | +33.3% |
| 5Y | +43.3% | +59.8% | -16.5% | +28.8% |
| All | +43.3% | +60.8% | -17.5% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling