+37.9%
XLP vs S
-56.8%
+94.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -1.0% | -7.7% | +6.7% | -0.9% |
| 30D | -0.9% | -5.3% | +4.5% | -0.8% |
| 3M | +3.8% | +20.3% | -16.5% | +3.3% |
| 6M | -1.7% | +47.4% | -49.1% | -2.7% |
| YTD | +10.3% | +32.5% | -22.3% | +9.4% |
| 1Y | +7.8% | +9.5% | -1.7% | +7.4% |
| 3Y | +27.2% | +15.5% | +11.7% | +25.6% |
| 5Y | +32.5% | -71.2% | +103.7% | +30.4% |
| All | +37.9% | -56.8% | +94.7% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling