+8.4%
XLP vs SPY
+1.5%
+6.9%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.2% |
| 7D | +0.7% | -2.7% | +3.4% | +0.3% |
| 30D | +10.3% | -5.4% | +15.7% | +8.7% |
| 3M | +6.5% | -4.1% | +10.6% | +5.4% |
| 6M | +8.4% | +0.7% | +7.7% | +9.4% |
| All | +8.4% | +1.5% | +6.9% | +9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling