+31.7%
XLV vs XLP
+25.5%
+6.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.4% |
| 7D | -3.7% | -2.9% | -0.8% | -1.9% |
| 30D | -1.1% | -2.2% | +1.1% | +0.3% |
| 3M | +8.2% | -0.6% | +8.8% | +8.6% |
| 6M | +8.9% | -2.2% | +11.1% | +10.3% |
| YTD | +8.5% | +8.3% | +0.3% | +3.0% |
| 1Y | +22.3% | +5.7% | +16.6% | +17.9% |
| All | +31.7% | +25.5% | +6.2% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling