+738.4%
AMAT vs XLC
+135.2%
+603.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.1% |
| 7D | -2.5% | +6.2% | -8.7% | -8.8% |
| 30D | -26.5% | -2.4% | -24.2% | -24.6% |
| 3M | -28.6% | -3.3% | -25.3% | -26.8% |
| 6M | -14.2% | -7.3% | -6.9% | -9.6% |
| YTD | +45.5% | -7.6% | +53.1% | +53.9% |
| 1Y | +59.3% | -3.7% | +63.0% | +60.3% |
| 3Y | +153.1% | +62.9% | +90.2% | +35.3% |
| 5Y | +158.2% | +41.6% | +116.5% | +66.2% |
| All | +738.4% | +135.2% | +603.2% | +164.3% |
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