+124.6%
XLP vs SFM
+138.2%
-13.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.6% | -0.7% |
| 7D | +0.7% | -1.2% | +1.9% | +0.8% |
| 30D | +10.3% | -24.8% | +35.0% | +13.5% |
| 3M | +6.5% | -43.7% | +50.2% | +13.4% |
| 6M | +8.4% | -37.3% | +45.6% | +13.6% |
| YTD | +18.2% | -38.4% | +56.6% | +23.6% |
| 1Y | +22.4% | -36.9% | +59.3% | +27.5% |
| 3Y | +41.9% | +20.7% | +21.2% | +30.4% |
| 5Y | +40.9% | +103.5% | -62.6% | +17.2% |
| All | +124.6% | +138.2% | -13.7% | +75.1% |
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