+54.0%
XLV vs XLP
+44.5%
+9.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.4% |
| 7D | +2.2% | +2.5% | -0.3% | +0.5% |
| 30D | +8.6% | +7.3% | +1.3% | +3.4% |
| 3M | +12.6% | +8.1% | +4.5% | +6.6% |
| 6M | +29.8% | +10.5% | +19.3% | +20.9% |
| YTD | +23.5% | +21.2% | +2.3% | +7.5% |
| 1Y | +25.7% | +22.7% | +3.0% | +8.4% |
| 3Y | +56.3% | +44.8% | +11.5% | +18.5% |
| All | +54.0% | +44.5% | +9.6% | +17.8% |
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