+120.6%
XLP vs SPOT
+270.3%
-149.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -0.6% |
| 7D | +3.5% | +10.3% | -6.8% | +3.0% |
| 30D | +11.6% | +25.9% | -14.3% | +10.2% |
| 3M | +7.6% | +27.4% | -19.8% | +6.3% |
| 6M | +10.0% | +46.5% | -36.4% | +7.8% |
| YTD | +19.7% | +5.8% | +13.9% | +18.9% |
| 1Y | +23.5% | -0.9% | +24.4% | +23.0% |
| 3Y | +44.0% | +261.5% | -217.5% | +31.5% |
| 5Y | +42.7% | +112.6% | -69.9% | +31.4% |
| All | +120.6% | +270.3% | -149.8% | +81.6% |
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 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