+42.0%
XLP vs S
-67.4%
+109.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.3% |
| 7D | +0.7% | -13.4% | +14.2% | +1.0% |
| 30D | +10.3% | -14.0% | +24.2% | +10.5% |
| 3M | +6.5% | +4.9% | +1.7% | +6.3% |
| 6M | +8.4% | +42.0% | -33.6% | +7.3% |
| YTD | +18.2% | +45.1% | -26.9% | +16.8% |
| 1Y | +22.4% | +33.1% | -10.6% | +21.2% |
| 3Y | +41.9% | +40.6% | +1.3% | +39.0% |
| All | +42.0% | -67.4% | +109.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling