+42.8%
XLP vs SPOT
+115.8%
-73.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.9% |
| 7D | +0.1% | +2.5% | -2.5% | 0.0% |
| 30D | +8.9% | +15.1% | -6.2% | +8.3% |
| 3M | +7.5% | +24.8% | -17.3% | +6.4% |
| 6M | +9.4% | +45.8% | -36.3% | +7.7% |
| YTD | +19.3% | +4.9% | +14.4% | +18.7% |
| 1Y | +21.7% | -1.3% | +23.0% | +21.4% |
| 3Y | +44.0% | +257.7% | -213.7% | +32.6% |
| 5Y | +42.8% | +118.5% | -75.7% | +27.5% |
| All | +42.8% | +115.8% | -73.0% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling