+49.4%
XLP vs S
-49.1%
+98.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | +2.3% | +1.4% | +1.0% | +2.3% |
| 30D | +9.1% | -10.8% | +19.9% | +9.3% |
| 3M | +7.9% | +5.4% | +2.5% | +7.6% |
| 6M | +9.6% | +41.2% | -31.6% | +8.6% |
| YTD | +19.4% | +56.2% | -36.8% | +18.0% |
| 1Y | +22.4% | +36.3% | -13.9% | +21.3% |
| 3Y | +43.2% | +49.4% | -6.2% | +40.5% |
| 5Y | +42.6% | -66.9% | +109.4% | +40.0% |
| All | +49.4% | -49.1% | +98.5% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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