+219.3%
SPOT vs XLC
+143.7%
+75.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -1.8% |
| 7D | -0.9% | -0.8% | -0.1% | +0.1% |
| 30D | +12.5% | +1.0% | +11.4% | +11.4% |
| 3M | +9.9% | -0.7% | +10.6% | +10.3% |
| 6M | +1.6% | -5.1% | +6.7% | +7.2% |
| YTD | -6.6% | -4.3% | -2.3% | -2.2% |
| 1Y | -22.9% | -0.6% | -22.4% | -22.9% |
| 3Y | +244.3% | +72.7% | +171.6% | +83.1% |
| 5Y | +117.8% | +38.0% | +79.8% | +48.9% |
| All | +219.3% | +143.7% | +75.5% | +25.2% |
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