+647.1%
AAPL vs XLC
+142.6%
+504.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.0% |
| 7D | -0.5% | -1.7% | +1.2% | +1.1% |
| 30D | +7.1% | +0.2% | +6.9% | +6.8% |
| 3M | +12.1% | +0.7% | +11.4% | +10.7% |
| 6M | +25.4% | -4.5% | +29.9% | +30.0% |
| YTD | +20.5% | -4.7% | +25.2% | +25.0% |
| 1Y | +44.5% | -1.5% | +46.0% | +45.0% |
| 3Y | +85.8% | +72.2% | +13.5% | +7.2% |
| 5Y | +124.8% | +39.3% | +85.4% | +60.4% |
| All | +647.1% | +142.6% | +504.5% | +177.6% |
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