+42.7%
XLP vs S
-69.2%
+111.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.8% | +8.1% | -0.6% |
| 7D | +3.5% | -16.7% | +20.2% | +3.8% |
| 30D | +11.6% | -17.0% | +28.5% | +11.9% |
| 3M | +7.6% | +2.0% | +5.6% | +7.4% |
| 6M | +10.0% | +35.1% | -25.0% | +9.0% |
| YTD | +19.7% | +42.8% | -23.1% | +18.3% |
| 1Y | +23.5% | +27.7% | -4.3% | +22.3% |
| 3Y | +44.0% | +33.0% | +11.0% | +41.3% |
| 5Y | +42.7% | -68.0% | +110.7% | +40.1% |
| All | +42.7% | -69.2% | +111.9% | +40.1% |
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