+63.8%
T vs XLC
+137.2%
-73.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | +2.5% | +3.7% | -1.2% | +0.8% |
| 30D | -3.8% | -1.9% | -1.9% | -2.9% |
| 3M | -8.7% | -3.1% | -5.6% | -7.4% |
| 6M | -8.1% | -6.4% | -1.8% | -5.5% |
| YTD | -6.4% | -6.8% | +0.4% | -3.7% |
| 1Y | -9.8% | -1.7% | -8.1% | -9.4% |
| 3Y | +65.5% | +64.7% | +0.8% | +27.6% |
| 5Y | +57.0% | +41.1% | +15.9% | +30.0% |
| All | +63.8% | +137.2% | -73.4% | -11.3% |
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