+174.1%
NOW vs XLC
+134.8%
+39.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -0.9% |
| 7D | -1.7% | +3.1% | -4.7% | -5.1% |
| 30D | -27.4% | -4.2% | -23.2% | -23.3% |
| 3M | -19.4% | -2.1% | -17.3% | -17.2% |
| 6M | +13.1% | -6.6% | +19.7% | +23.3% |
| YTD | -34.3% | -7.8% | -26.5% | -27.7% |
| 1Y | -41.8% | -4.1% | -37.7% | -38.8% |
| 3Y | -20.7% | +62.6% | -83.3% | -54.5% |
| 5Y | -27.2% | +39.6% | -66.8% | -49.1% |
| All | +174.1% | +134.8% | +39.3% | -6.4% |
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