XLP Historical Returns and Backtest
Backtest this asset by setting the initial balance and date range, then press Simulate to see the results
Balance
Deposits
Periodic deposits using the selected frequency
Range
01012026
11112026
Frequency
Frequency of deposits and rebalancing
Ticker
e.g. NVDA, EURUSD=X, BTC-USD, FIXED*0.1, SAP.DE:USD
Modifiers: :Currency, *Leverage, /Fraction (TSLA:EUR*2/10)
Synthetic: Sum (SPY+SGOV), Subtract (SPY~SGOV)
Trim: GOOG[2023-01-01|2023-12-31], VT[2023-01-01|]
Regional: PETR4.SA, SELIC.SA, IMAB.SA, NTN-B.SA(YYYY)
%
Initial
$ 1,000,000.00
Var
+17.17%
Max Drawdown
-10.75%
Final
$ 1,171,699.10
+$ 171,699.10
+$ 171,699.10
Annual Var
+20.41%
Alpha α
Excess return relative to benchmark and risk-free rate
Positive α: Outperformed benchmark
Negative α: Underperformed benchmark
Zero α: Matched benchmark
Positive α: Outperformed benchmark
Negative α: Underperformed benchmark
Zero α: Matched benchmark
N/A
Min / Max
$ 986,228.04
$ 1,183,411.75
$ 1,183,411.75
Volatility
16.57%
Beta β
Measures portfolio volatility relative to the benchmark
β = 1: Moves perfectly with the benchmark
β > 1: More volatile (e.g. 1.5 = 50% more volatile)
β > 0 and < 1: Less volatile (e.g. 0.5 = 50% less volatile)
β < 0: Inverse correlation (e.g. -1 = 1:1 opposite direction)
β = 1: Moves perfectly with the benchmark
β > 1: More volatile (e.g. 1.5 = 50% more volatile)
β > 0 and < 1: Less volatile (e.g. 0.5 = 50% less volatile)
β < 0: Inverse correlation (e.g. -1 = 1:1 opposite direction)
N/A
Deposits
$ 0.00
#Trades
Number of orders filled during the backtest, including the orders that close all positions at the end
2
Sharpe
Measures risk-adjusted performance
Sharpe < 0: Low risk-adjusted performance
Sharpe > 0: Good risk-adjusted performance
Sharpe > 1: Great risk-adjusted performance
Sharpe < 0: Low risk-adjusted performance
Sharpe > 0: Good risk-adjusted performance
Sharpe > 1: Great risk-adjusted performance
0.9299
2026-01-01 – 2026-11-11
Investment Simulator
See the historical returns of XLP on a backtest with daily prices: total return with dividends included, annual return, volatility, max drawdown and Sharpe ratio, with performance and drawdown charts.
Change the initial balance, deposits or date range to test XLP in other periods, add tickers to build a full portfolio, or compare it with another asset. See the Portfolio and Results docs for the details. Past performance does not guarantee future results.