+504.9%
XLP vs XLY
+1,125.3%
-620.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | -1.4% | -0.5% | -0.9% | -1.2% |
| 30D | -1.3% | -4.9% | +3.6% | +0.7% |
| 3M | +1.8% | -1.0% | +2.9% | +2.0% |
| 6M | -0.8% | 0.0% | -0.8% | -1.3% |
| YTD | +9.5% | -4.2% | +13.7% | +10.7% |
| 1Y | +7.2% | -2.7% | +9.8% | +7.4% |
| 3Y | +27.1% | +38.4% | -11.3% | +8.2% |
| 5Y | +32.0% | +28.9% | +3.1% | +12.7% |
| 10Y | +102.9% | +214.7% | -111.8% | +16.0% |
| All | +504.9% | +1,125.3% | -620.3% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling