+217.7%
XLV vs XLP
+139.1%
+78.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.6% |
| 7D | +2.2% | +2.5% | -0.3% | +0.2% |
| 30D | +8.6% | +7.3% | +1.3% | +2.7% |
| 3M | +12.6% | +8.1% | +4.5% | +5.8% |
| 6M | +29.8% | +10.5% | +19.3% | +19.7% |
| YTD | +23.5% | +21.2% | +2.3% | +5.5% |
| 1Y | +25.7% | +22.7% | +3.0% | +6.3% |
| 3Y | +56.3% | +44.8% | +11.5% | +14.7% |
| 5Y | +53.1% | +44.7% | +8.4% | +11.6% |
| All | +217.7% | +139.1% | +78.6% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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