+925.7%
XLV vs XLP
+523.7%
+402.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | +0.2% | -1.0% | +1.2% | +0.9% |
| 30D | +4.4% | -0.9% | +5.3% | +5.1% |
| 3M | +13.2% | +3.8% | +9.4% | +10.1% |
| 6M | +10.1% | -1.7% | +11.8% | +11.3% |
| YTD | +11.7% | +10.3% | +1.4% | +3.7% |
| 1Y | +26.9% | +7.8% | +19.1% | +19.7% |
| 3Y | +35.0% | +27.2% | +7.8% | +12.5% |
| 5Y | +35.9% | +32.5% | +3.3% | +9.6% |
| 10Y | +179.0% | +101.8% | +77.2% | +66.9% |
| All | +925.7% | +523.7% | +402.0% | +206.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling