+18.6%
XLP vs Q
+80.0%
-61.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.6% |
| 7D | -0.5% | +6.6% | -7.1% | -0.1% |
| 30D | +8.3% | +2.7% | +5.6% | +8.7% |
| 3M | +8.7% | -8.4% | +17.1% | +8.6% |
| 6M | +11.2% | -17.3% | +28.5% | +10.8% |
| YTD | +20.0% | +55.3% | -35.3% | +19.3% |
| 1Y | +21.3% | +31.5% | -10.1% | +20.0% |
| All | +18.6% | +80.0% | -61.4% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling