+42.7%
XLP vs SM
-8.9%
+51.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.9% | -0.6% |
| 7D | +3.5% | -25.1% | +28.6% | +4.3% |
| 30D | +11.6% | -15.6% | +27.1% | +12.0% |
| 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% | +16.2% |
| 1Y | +23.5% | +71.4% | -47.9% | +19.5% |
| 3Y | +44.0% | -20.7% | +64.7% | +42.1% |
| 5Y | +42.7% | -11.5% | +54.2% | +40.0% |
| All | +42.7% | -8.9% | +51.6% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling