+43.7%
XLP vs SPOT
+262.3%
-218.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -0.7% |
| 7D | +3.5% | +10.3% | -6.8% | +3.3% |
| 30D | +11.6% | +25.9% | -14.3% | +11.1% |
| 3M | +7.6% | +27.4% | -19.8% | +7.3% |
| 6M | +10.0% | +46.5% | -36.4% | +9.7% |
| YTD | +19.7% | +5.8% | +13.9% | +19.5% |
| 1Y | +23.5% | -0.9% | +24.4% | +23.3% |
| All | +43.7% | +262.3% | -218.6% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 3y: compounded portfolio wealth divided by compounded SPOT 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…
3y analysis · Full analysis span regression · 6 months rolling