+141.6%
C vs XLC
+134.3%
+7.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +0.3% |
| 7D | -0.9% | +7.1% | -8.0% | -6.7% |
| 30D | -5.4% | -2.7% | -2.7% | -3.2% |
| 3M | -9.2% | -3.2% | -6.0% | -7.0% |
| 6M | -1.8% | -7.7% | +5.8% | +4.3% |
| YTD | +6.7% | -8.0% | +14.7% | +13.7% |
| 1Y | +23.5% | -3.1% | +26.6% | +25.5% |
| 3Y | +219.8% | +64.9% | +154.9% | +102.3% |
| 5Y | +112.4% | +39.5% | +72.9% | +55.9% |
| All | +141.6% | +134.3% | +7.3% | -8.7% |
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