+257.9%
SPOT vs XLC
+65.1%
+192.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.4% |
| 7D | +1.6% | +3.7% | -2.1% | -1.8% |
| 30D | +16.9% | -1.9% | +18.8% | +18.9% |
| 3M | +23.0% | -3.1% | +26.1% | +26.6% |
| 6M | +42.2% | -6.4% | +48.5% | +51.1% |
| YTD | +5.5% | -6.8% | +12.3% | +12.9% |
| 1Y | -5.1% | -1.7% | -3.4% | -3.6% |
| 3Y | +257.9% | +64.7% | +193.2% | +171.5% |
| All | +257.9% | +65.1% | +192.8% | +171.5% |
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