+42.0%
XLP vs SFM
+105.4%
-63.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.6% | -0.8% |
| 7D | +0.7% | -1.2% | +1.9% | +0.8% |
| 30D | +10.3% | -24.8% | +35.0% | +12.9% |
| 3M | +6.5% | -43.7% | +50.2% | +12.3% |
| 6M | +8.4% | -37.3% | +45.6% | +12.7% |
| YTD | +18.2% | -38.4% | +56.6% | +22.7% |
| 1Y | +22.4% | -36.9% | +59.3% | +26.7% |
| 3Y | +41.9% | +20.7% | +21.2% | +29.1% |
| All | +42.0% | +105.4% | -63.4% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling