+561.3%
XLP vs XLB
+824.9%
-263.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.5% |
| 3M | +7.6% | -0.1% | +7.8% | +7.7% |
| 6M | +10.0% | +2.4% | +7.6% | +8.8% |
| YTD | +19.7% | +16.9% | +2.9% | +12.7% |
| 1Y | +23.5% | +25.0% | -1.6% | +13.3% |
| 3Y | +44.0% | +40.7% | +3.3% | +25.6% |
| 5Y | +42.7% | +31.6% | +11.1% | +26.5% |
| 10Y | +131.3% | +175.3% | -43.9% | +54.9% |
| All | +561.3% | +824.9% | -263.6% | +172.3% |
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