+43.7%
XLP vs SFM
+24.6%
+19.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.4% | -0.4% |
| 7D | +3.5% | +7.5% | -4.0% | +3.0% |
| 30D | +11.6% | -20.8% | +32.4% | +13.0% |
| 3M | +7.6% | -39.4% | +47.0% | +11.2% |
| 6M | +10.0% | -34.5% | +44.5% | +12.9% |
| YTD | +19.7% | -35.2% | +55.0% | +22.6% |
| 1Y | +23.5% | -35.3% | +58.8% | +26.4% |
| All | +43.7% | +24.6% | +19.2% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling