+43.7%
XLP vs S
+32.3%
+11.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.8% | +8.1% | -0.7% |
| 7D | +3.5% | -16.7% | +20.2% | +3.5% |
| 30D | +11.6% | -17.0% | +28.5% | +11.7% |
| 3M | +7.6% | +2.0% | +5.6% | +7.5% |
| 6M | +10.0% | +35.1% | -25.0% | +9.5% |
| YTD | +19.7% | +42.8% | -23.1% | +19.1% |
| 1Y | +23.5% | +27.7% | -4.3% | +23.1% |
| All | +43.7% | +32.3% | +11.4% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling