+103.2%
XLP vs XLY
+220.9%
-117.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | 0.0% |
| 7D | -1.4% | -1.7% | +0.3% | -0.8% |
| 30D | -2.0% | -4.2% | +2.2% | -0.5% |
| 3M | -1.5% | -2.7% | +1.1% | -0.7% |
| 6M | -0.2% | -0.6% | +0.4% | -0.4% |
| YTD | +8.7% | -5.0% | +13.7% | +10.2% |
| 1Y | +6.3% | -4.1% | +10.4% | +7.1% |
| 3Y | +25.1% | +33.6% | -8.5% | +8.7% |
| 5Y | +32.4% | +28.7% | +3.7% | +13.8% |
| All | +103.2% | +220.9% | -117.7% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 10y: compounded portfolio wealth divided by compounded XLY 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…
10y analysis · Full analysis span regression · 6 months rolling