+124.6%
XLP vs SO
+177.2%
-52.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.8% |
| 7D | +0.7% | -1.5% | +2.2% | +1.4% |
| 30D | +10.3% | +8.1% | +2.2% | +6.7% |
| 3M | +6.5% | +0.2% | +6.3% | +6.4% |
| 6M | +8.4% | +0.4% | +8.0% | +8.1% |
| YTD | +18.2% | +8.5% | +9.7% | +13.8% |
| 1Y | +22.4% | +4.9% | +17.5% | +19.5% |
| 3Y | +41.9% | +47.9% | -6.0% | +18.5% |
| 5Y | +40.9% | +75.7% | -34.8% | +7.9% |
| All | +124.6% | +177.2% | -52.6% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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