+207.1%
SPOT vs XLC
+142.6%
+64.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.9% |
| 7D | -6.9% | -1.7% | -5.2% | -5.1% |
| 30D | +4.1% | +0.2% | +3.9% | +4.1% |
| 3M | +3.7% | +0.7% | +3.0% | +2.5% |
| 6M | -1.6% | -4.5% | +2.8% | +3.1% |
| YTD | -10.2% | -4.7% | -5.4% | -5.4% |
| 1Y | -25.9% | -1.5% | -24.4% | -25.1% |
| 3Y | +235.6% | +72.2% | +163.3% | +79.0% |
| 5Y | +110.6% | +39.3% | +71.3% | +42.8% |
| All | +207.1% | +142.6% | +64.5% | +21.1% |
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