+22.4%
XLP vs P
-0.9%
+23.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.0% |
| 7D | +0.7% | -23.8% | +24.5% | -1.1% |
| 30D | +10.3% | -36.6% | +46.9% | +7.1% |
| 3M | +6.5% | +10.9% | -4.3% | +7.6% |
| 6M | +8.4% | +30.0% | -21.6% | +11.2% |
| YTD | +18.2% | +44.4% | -26.2% | +21.7% |
| 1Y | +22.4% | +3.9% | +18.5% | +25.4% |
| All | +22.4% | -0.9% | +23.3% | +25.4% |
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