+215.8%
SPY vs XLC
+143.7%
+72.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.5% |
| 7D | +0.1% | -0.8% | +1.0% | +0.7% |
| 30D | +0.1% | +1.0% | -1.0% | -0.8% |
| 3M | +2.0% | -0.7% | +2.7% | +2.1% |
| 6M | +13.0% | -5.1% | +18.2% | +17.0% |
| YTD | +13.5% | -4.3% | +17.8% | +16.6% |
| 1Y | +20.0% | -0.6% | +20.5% | +19.7% |
| 3Y | +77.2% | +72.7% | +4.5% | +16.3% |
| 5Y | +81.9% | +38.0% | +43.9% | +40.8% |
| All | +215.8% | +143.7% | +72.0% | +44.0% |
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