+31.8%
XLP vs XLY
+26.7%
+5.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.8% |
| 7D | -2.9% | -2.1% | -0.8% | -2.4% |
| 30D | -2.2% | -6.0% | +3.8% | -0.8% |
| 3M | -0.6% | -2.7% | +2.2% | 0.0% |
| 6M | -2.2% | -1.5% | -0.7% | -2.1% |
| YTD | +8.3% | -5.4% | +13.7% | +9.4% |
| 1Y | +5.7% | -3.8% | +9.6% | +6.2% |
| 3Y | +25.7% | +36.6% | -10.9% | +13.8% |
| All | +31.8% | +26.7% | +5.2% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling