+135.4%
XLP vs SO
+188.2%
-52.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +2.3% | -0.1% | +2.4% | +2.4% |
| 30D | +9.1% | +8.7% | +0.4% | +5.3% |
| 3M | +7.9% | +3.4% | +4.5% | +6.3% |
| 6M | +9.6% | +3.7% | +5.9% | +7.8% |
| YTD | +19.4% | +10.0% | +9.4% | +14.3% |
| 1Y | +22.4% | +6.6% | +15.8% | +18.6% |
| 3Y | +43.2% | +52.5% | -9.3% | +18.1% |
| 5Y | +42.6% | +76.1% | -33.5% | +9.2% |
| 10Y | +135.4% | +194.9% | -59.5% | +44.8% |
| All | +135.4% | +188.2% | -52.8% | +44.8% |
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