+171.3%
C vs XLC
+143.7%
+27.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.8% |
| 7D | +3.6% | -0.8% | +4.5% | +4.4% |
| 30D | +0.1% | +1.0% | -1.0% | -1.0% |
| 3M | +2.4% | -0.7% | +3.1% | +2.4% |
| 6M | +24.9% | -5.1% | +30.1% | +30.2% |
| YTD | +19.8% | -4.3% | +24.1% | +23.8% |
| 1Y | +44.9% | -0.6% | +45.4% | +44.6% |
| 3Y | +263.0% | +72.7% | +190.3% | +120.6% |
| 5Y | +129.5% | +38.0% | +91.5% | +72.3% |
| All | +171.3% | +143.7% | +27.6% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling