+208.1%
C vs XLC
+60.5%
+147.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.2% |
| 7D | -2.4% | +4.9% | -7.3% | -6.1% |
| 30D | -6.0% | -5.8% | -0.2% | -1.4% |
| 3M | -10.5% | -5.4% | -5.1% | -6.7% |
| 6M | -5.7% | -10.2% | +4.5% | +2.8% |
| YTD | +4.1% | -10.2% | +14.3% | +13.3% |
| 1Y | +20.5% | -5.6% | +26.1% | +25.0% |
| 3Y | +208.1% | +61.0% | +147.1% | +125.2% |
| All | +208.1% | +60.5% | +147.6% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling