+71.4%
MSFT vs XLC
+37.3%
+34.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | -1.4% | +0.6% | -2.0% | -1.9% |
| 30D | -1.0% | +0.2% | -1.3% | -1.2% |
| 3M | +20.2% | +0.6% | +19.5% | +19.3% |
| 6M | +21.3% | -4.5% | +25.8% | +25.7% |
| YTD | +2.8% | -4.7% | +7.5% | +6.4% |
| 1Y | 0.0% | -1.7% | +1.6% | +0.6% |
| 3Y | +51.2% | +72.3% | -21.0% | -6.9% |
| 5Y | +71.4% | +37.8% | +33.7% | +27.3% |
| All | +71.4% | +37.3% | +34.2% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling