+191.6%
XOM vs XLP
+130.4%
+61.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.3% |
| 7D | -8.3% | +0.1% | -8.4% | -8.5% |
| 30D | -2.5% | +8.9% | -11.4% | -8.5% |
| 3M | +8.3% | +7.5% | +0.9% | +2.5% |
| 6M | +15.5% | +9.4% | +6.0% | +7.4% |
| YTD | +39.6% | +19.3% | +20.4% | +21.5% |
| 1Y | +44.6% | +21.7% | +22.9% | +23.8% |
| 3Y | +76.6% | +44.0% | +32.6% | +30.7% |
| 5Y | +195.8% | +42.8% | +153.0% | +116.0% |
| 10Y | +191.6% | +128.8% | +62.8% | +54.3% |
| All | +191.6% | +130.4% | +61.2% | +54.3% |
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