+42.8%
XLP vs SFM
+102.7%
-59.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | +0.1% | -10.2% | +10.3% | +1.1% |
| 30D | +8.9% | -23.9% | +32.8% | +11.4% |
| 3M | +7.5% | -42.3% | +49.7% | +13.0% |
| 6M | +9.4% | -40.1% | +49.6% | +14.4% |
| YTD | +19.3% | -37.8% | +57.0% | +23.7% |
| 1Y | +21.7% | -37.1% | +58.8% | +26.0% |
| 3Y | +44.0% | +21.5% | +22.4% | +30.9% |
| 5Y | +42.8% | +103.8% | -61.0% | +15.0% |
| All | +42.8% | +102.7% | -59.9% | +15.0% |
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 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