+13.5%
SPY vs XLC
-2.4%
+15.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.8% |
| 7D | +2.6% | +3.7% | -1.1% | +1.0% |
| 30D | -2.0% | -1.9% | -0.1% | -1.3% |
| 3M | -2.8% | -3.1% | +0.3% | -1.7% |
| 6M | +2.1% | -6.4% | +8.5% | +5.8% |
| YTD | +11.5% | -6.8% | +18.3% | +14.8% |
| 1Y | +13.5% | -1.7% | +15.2% | +12.6% |
| All | +13.5% | -2.4% | +15.9% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling