+566.3%
XLP vs SO
+1,698.7%
-1,132.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.0% | +3.6% |
| 7D | +5.9% | +1.7% | +4.1% | +5.2% |
| 30D | +13.5% | +11.1% | +2.3% | +9.0% |
| 3M | +8.4% | +0.7% | +7.7% | +8.1% |
| 6M | +11.5% | -1.4% | +12.9% | +12.0% |
| YTD | +20.6% | +9.4% | +11.2% | +16.3% |
| 1Y | +24.3% | +3.7% | +20.6% | +22.2% |
| 3Y | +45.1% | +46.7% | -1.6% | +24.4% |
| 5Y | +44.6% | +78.9% | -34.3% | +14.2% |
| 10Y | +133.1% | +180.3% | -47.3% | +53.0% |
| All | +566.3% | +1,698.7% | -1,132.4% | +156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling