+42.8%
XLP vs XLB
+31.5%
+11.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.2% |
| 7D | +0.1% | -1.4% | +1.4% | +0.6% |
| 30D | +8.9% | +7.1% | +1.8% | +6.1% |
| 3M | +7.5% | +0.6% | +6.9% | +7.2% |
| 6M | +9.4% | +3.5% | +6.0% | +7.7% |
| YTD | +19.3% | +18.2% | +1.0% | +11.1% |
| 1Y | +21.7% | +25.6% | -3.9% | +10.6% |
| 3Y | +44.0% | +46.7% | -2.7% | +21.0% |
| 5Y | +42.8% | +30.9% | +11.9% | +25.7% |
| All | +42.8% | +31.5% | +11.3% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling