+43.7%
XLP vs XLB
+40.7%
+3.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | +0.3% |
| 7D | +3.5% | -0.4% | +3.9% | +3.6% |
| 30D | +11.6% | +5.2% | +6.3% | +9.7% |
| 3M | +7.6% | -0.1% | +7.8% | +7.7% |
| 6M | +10.0% | +2.4% | +7.6% | +9.0% |
| YTD | +19.7% | +16.9% | +2.9% | +13.0% |
| 1Y | +23.5% | +25.0% | -1.6% | +13.7% |
| All | +43.7% | +40.7% | +3.1% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 3y: compounded portfolio wealth divided by compounded XLB 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…
3y analysis · Full analysis span regression · 6 months rolling