+508.9%
XLP vs SPY
+931.8%
-422.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -0.9% | +0.1% | -0.9% | -0.9% |
| 3M | +3.8% | +2.0% | +1.8% | +2.5% |
| 6M | -1.7% | +13.0% | -14.7% | -8.3% |
| YTD | +10.3% | +13.5% | -3.3% | +2.5% |
| 1Y | +7.8% | +20.0% | -12.2% | -2.9% |
| 3Y | +27.2% | +77.2% | -50.0% | -8.6% |
| 5Y | +32.5% | +81.9% | -49.4% | -7.2% |
| 10Y | +101.8% | +314.1% | -212.3% | -10.6% |
| All | +508.9% | +931.8% | -422.9% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling