+559.7%
XLP vs XLB
+834.1%
-274.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +2.3% | +0.5% | +1.8% | +2.2% |
| 30D | +9.1% | +6.9% | +2.2% | +6.5% |
| 3M | +7.9% | -0.2% | +8.0% | +7.9% |
| 6M | +9.6% | +3.3% | +6.3% | +8.1% |
| YTD | +19.4% | +18.0% | +1.4% | +12.0% |
| 1Y | +22.4% | +24.2% | -1.8% | +12.6% |
| 3Y | +43.2% | +44.7% | -1.5% | +23.7% |
| 5Y | +42.6% | +31.6% | +11.0% | +26.4% |
| 10Y | +135.4% | +164.2% | -28.8% | +59.8% |
| All | +559.7% | +834.1% | -274.4% | +170.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling