+41.9%
XLP vs RUN
-8.7%
+50.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.3% |
| 7D | +0.7% | +33.4% | -32.7% | +0.4% |
| 30D | +10.3% | +31.1% | -20.9% | +9.8% |
| 3M | +6.5% | +6.4% | +0.1% | +6.4% |
| 6M | +8.4% | -22.2% | +30.6% | +8.5% |
| YTD | +18.2% | -45.8% | +64.0% | +18.6% |
| 1Y | +22.4% | -51.1% | +73.5% | +23.0% |
| 3Y | +41.9% | -3.0% | +44.9% | +35.9% |
| All | +41.9% | -8.7% | +50.6% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling