+101.4%
XLP vs SM
+6.6%
+94.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.7% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -0.9% | +26.3% | -27.2% | -1.6% |
| 3M | +3.8% | +8.7% | -4.9% | +3.4% |
| 6M | -1.7% | +51.7% | -53.4% | -3.3% |
| YTD | +10.3% | +99.0% | -88.8% | +7.4% |
| 1Y | +7.8% | +34.6% | -26.8% | +6.3% |
| 3Y | +27.2% | -7.8% | +35.0% | +26.0% |
| 5Y | +32.5% | +104.8% | -72.3% | +26.8% |
| All | +101.4% | +6.6% | +94.7% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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