+508.9%
XLP vs RF
+147.1%
+361.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.0% | +1.3% | -2.3% | -1.2% |
| 30D | -0.9% | -3.6% | +2.7% | -0.4% |
| 3M | +3.8% | +8.1% | -4.3% | +2.8% |
| 6M | -1.7% | +11.5% | -13.2% | -3.2% |
| YTD | +10.3% | +15.6% | -5.3% | +8.1% |
| 1Y | +7.8% | +15.7% | -7.9% | +5.5% |
| 3Y | +27.2% | +86.9% | -59.7% | +16.1% |
| 5Y | +32.5% | +89.8% | -57.3% | +19.4% |
| 10Y | +101.8% | +344.7% | -242.9% | +57.9% |
| All | +508.9% | +147.1% | +361.9% | +323.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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