+133.2%
XLP vs P
+485.4%
-352.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -1.0% | +6.5% | -7.6% | -1.3% |
| 30D | -0.9% | +18.8% | -19.7% | -1.8% |
| 3M | +3.8% | +26.7% | -22.9% | +2.3% |
| 6M | -1.7% | +62.2% | -63.9% | -4.7% |
| YTD | +10.3% | +48.5% | -38.2% | +7.1% |
| 1Y | +7.8% | +26.4% | -18.6% | +5.1% |
| 3Y | +27.2% | +159.4% | -132.2% | +14.7% |
| 5Y | +32.5% | +275.8% | -243.3% | +13.9% |
| 10Y | +101.8% | +732.0% | -630.2% | +57.4% |
| All | +133.2% | +485.4% | -352.2% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling