+210.7%
XLP vs SFM
+47.4%
+163.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.4% | -0.2% |
| 7D | +3.5% | +7.5% | -4.0% | +2.6% |
| 30D | +11.6% | -20.8% | +32.4% | +13.9% |
| 3M | +7.6% | -39.4% | +47.0% | +13.1% |
| 6M | +10.0% | -34.5% | +44.5% | +14.3% |
| YTD | +19.7% | -35.2% | +55.0% | +24.1% |
| 1Y | +23.5% | -35.3% | +58.8% | +27.9% |
| 3Y | +44.0% | +23.9% | +20.0% | +34.1% |
| 5Y | +42.7% | +113.8% | -71.1% | +21.9% |
| 10Y | +131.3% | +152.0% | -20.6% | +87.7% |
| All | +210.7% | +47.4% | +163.3% | +159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling