+44.0%
XLP vs SM
+5.5%
+38.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.5% | +9.4% | -6.9% | +2.2% |
| 30D | +7.3% | -14.4% | +21.7% | +7.7% |
| 3M | +8.1% | +1.6% | +6.5% | +7.8% |
| 6M | +10.5% | +6.3% | +4.1% | +9.8% |
| YTD | +21.2% | +78.8% | -57.6% | +17.2% |
| 1Y | +22.7% | +83.1% | -60.4% | +18.5% |
| 3Y | +44.8% | -5.9% | +50.7% | +41.9% |
| All | +44.0% | +5.5% | +38.6% | +39.9% |
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