+34.4%
XLV vs XLP
+30.6%
+3.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.5% |
| 7D | -3.7% | -2.9% | -0.8% | -1.7% |
| 30D | -1.1% | -2.2% | +1.1% | +0.5% |
| 3M | +8.2% | -0.6% | +8.8% | +8.6% |
| 6M | +8.9% | -2.2% | +11.1% | +10.4% |
| YTD | +8.5% | +8.3% | +0.3% | +2.2% |
| 1Y | +22.3% | +5.7% | +16.6% | +17.1% |
| 3Y | +32.6% | +25.7% | +7.0% | +11.2% |
| 5Y | +34.4% | +31.3% | +3.1% | +8.6% |
| All | +34.4% | +30.6% | +3.7% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling