+561.3%
XLP vs SPY
+884.4%
-323.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.7% | +1.6% |
| 7D | +3.5% | -4.7% | +8.2% | +6.1% |
| 30D | +11.6% | -5.9% | +17.5% | +15.0% |
| 3M | +7.6% | -4.5% | +12.2% | +10.1% |
| 6M | +10.0% | +1.8% | +8.2% | +8.4% |
| YTD | +19.7% | +8.3% | +11.4% | +13.9% |
| 1Y | +23.5% | +9.3% | +14.1% | +16.8% |
| 3Y | +44.0% | +74.9% | -30.9% | +4.0% |
| 5Y | +42.7% | +67.3% | -24.6% | +4.4% |
| 10Y | +131.3% | +311.6% | -180.2% | +2.6% |
| All | +561.3% | +884.4% | -323.1% | +63.2% |
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