+28.3%
XLP vs SM
-7.7%
+36.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.8% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -0.9% | +26.3% | -27.2% | -1.3% |
| 3M | +3.8% | +8.7% | -4.9% | +3.5% |
| 6M | -1.7% | +51.7% | -53.4% | -3.0% |
| YTD | +10.3% | +99.0% | -88.8% | +7.6% |
| 1Y | +7.8% | +34.6% | -26.8% | +6.3% |
| All | +28.3% | -7.7% | +36.0% | +23.2% |
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