+715.6%
AAPL vs XLC
+137.2%
+578.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.6% |
| 7D | +4.1% | +3.7% | +0.4% | +0.6% |
| 30D | +4.0% | -1.9% | +5.9% | +5.7% |
| 3M | +16.8% | -3.1% | +19.9% | +19.7% |
| 6M | +19.4% | -6.4% | +25.8% | +25.6% |
| YTD | +31.5% | -6.8% | +38.3% | +38.6% |
| 1Y | +31.0% | -1.7% | +32.7% | +30.9% |
| 3Y | +95.3% | +64.7% | +30.6% | +17.5% |
| 5Y | +143.4% | +41.1% | +102.3% | +69.9% |
| All | +715.6% | +137.2% | +578.4% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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