+6.8%
XLP vs SSPC
-27.9%
+34.7%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -17.3% | +16.1% | -0.9% |
| 7D | +0.7% | -4.7% | +5.4% | +0.8% |
| 30D | +10.3% | +36.6% | -26.4% | +9.8% |
| 3M | +6.5% | -49.5% | +56.0% | +6.2% |
| All | +6.8% | -27.9% | +34.7% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSPC.
Daily Out/Under-Performance
Portfolio return minus SSPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSPC 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 SSPC 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 · Available span rolling