+7.8%
XLP vs P
+32.0%
-24.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.7% |
| 7D | -1.0% | +6.5% | -7.6% | -0.6% |
| 30D | -0.9% | +18.8% | -19.7% | +0.6% |
| 3M | +3.8% | +26.7% | -22.9% | +6.3% |
| 6M | -1.7% | +62.2% | -63.9% | +1.9% |
| YTD | +10.3% | +48.5% | -38.2% | +14.0% |
| 1Y | +7.8% | +26.4% | -18.6% | +12.5% |
| All | +7.8% | +32.0% | -24.2% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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