+103.1%
XLP vs SPOT
+227.0%
-123.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.6% |
| 7D | -1.0% | -0.9% | -0.1% | -1.0% |
| 30D | -0.9% | +12.5% | -13.4% | -1.5% |
| 3M | +3.8% | +9.9% | -6.1% | +3.3% |
| 6M | -1.7% | +1.6% | -3.3% | -2.0% |
| YTD | +10.3% | -6.6% | +16.8% | +10.3% |
| 1Y | +7.8% | -22.9% | +30.7% | +8.8% |
| 3Y | +27.2% | +244.3% | -217.1% | +16.3% |
| 5Y | +32.5% | +117.8% | -85.3% | +21.6% |
| All | +103.1% | +227.0% | -123.8% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling