+43.7%
XLP vs SM
-20.8%
+64.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.9% | -0.7% |
| 7D | +3.5% | -25.1% | +28.6% | +3.8% |
| 30D | +11.6% | -15.6% | +27.1% | +11.6% |
| 3M | +7.6% | +2.7% | +4.9% | +7.2% |
| 6M | +10.0% | -3.8% | +13.9% | +9.6% |
| YTD | +19.7% | +61.8% | -42.1% | +16.7% |
| 1Y | +23.5% | +71.4% | -47.9% | +20.1% |
| All | +43.7% | -20.8% | +64.5% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling