+44.0%
XLP vs SPOT
+117.4%
-73.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -0.9% | +1.3% |
| 7D | +2.5% | +1.6% | +0.9% | +2.4% |
| 30D | +7.3% | +16.9% | -9.6% | +6.6% |
| 3M | +8.1% | +23.0% | -14.9% | +7.1% |
| 6M | +10.5% | +42.2% | -31.7% | +8.8% |
| YTD | +21.2% | +5.5% | +15.7% | +20.5% |
| 1Y | +22.7% | -5.1% | +27.8% | +22.6% |
| 3Y | +44.8% | +257.9% | -213.1% | +33.3% |
| All | +44.0% | +117.4% | -73.4% | +28.7% |
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