+79.6%
XOM vs XLP
+45.4%
+34.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | +2.8% | +2.5% | +0.3% | +2.1% |
| 30D | -3.6% | +7.3% | -10.9% | -5.9% |
| 3M | +8.2% | +8.1% | +0.2% | +5.3% |
| 6M | +14.0% | +10.5% | +3.6% | +10.0% |
| YTD | +44.6% | +21.2% | +23.4% | +33.7% |
| 1Y | +47.8% | +22.7% | +25.1% | +35.9% |
| 3Y | +79.6% | +44.8% | +34.8% | +52.2% |
| All | +79.6% | +45.4% | +34.2% | +52.2% |
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