+34.1%
XLP vs RUN
-80.5%
+114.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.8% |
| 7D | -1.0% | +1.3% | -2.3% | -1.0% |
| 30D | -0.9% | -15.3% | +14.4% | -0.6% |
| 3M | +3.8% | -40.0% | +43.8% | +4.7% |
| 6M | -1.7% | -27.0% | +25.2% | -1.4% |
| YTD | +10.3% | -51.7% | +61.9% | +11.3% |
| 1Y | +7.8% | -45.9% | +53.7% | +8.2% |
| 3Y | +27.2% | -43.8% | +71.0% | +23.6% |
| All | +34.1% | -80.5% | +114.5% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling