+101.4%
XLP vs SFM
+256.7%
-155.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.1% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -0.9% | -4.4% | +3.5% | -0.4% |
| 3M | +3.8% | +1.5% | +2.3% | +3.3% |
| 6M | -1.7% | +6.5% | -8.2% | -3.1% |
| YTD | +10.3% | +2.2% | +8.1% | +9.1% |
| 1Y | +7.8% | -41.9% | +49.7% | +13.9% |
| 3Y | +27.2% | +106.8% | -79.6% | +10.4% |
| 5Y | +32.5% | +231.6% | -199.0% | +5.2% |
| All | +101.4% | +256.7% | -155.4% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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