+124.6%
XLP vs SPY
+312.9%
-188.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +0.7% | -2.7% | +3.4% | +2.1% |
| 30D | +10.3% | -5.4% | +15.7% | +13.3% |
| 3M | +6.5% | -4.1% | +10.6% | +8.7% |
| 6M | +8.4% | +0.7% | +7.7% | +7.4% |
| YTD | +18.2% | +8.7% | +9.5% | +12.1% |
| 1Y | +22.4% | +10.9% | +11.5% | +14.7% |
| 3Y | +41.9% | +75.0% | -33.1% | -0.3% |
| 5Y | +40.9% | +67.8% | -26.9% | +0.5% |
| All | +124.6% | +312.9% | -188.3% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling