-22.7%
U vs XLC
+93.9%
-116.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.2% | +3.3% |
| 7D | +2.6% | +3.7% | -1.2% | -4.5% |
| 30D | +27.6% | -1.9% | +29.5% | +32.0% |
| 3M | +15.3% | -3.1% | +18.4% | +21.2% |
| 6M | +96.4% | -6.4% | +102.8% | +119.8% |
| YTD | +19.6% | -6.8% | +26.4% | +35.7% |
| 1Y | +42.1% | -1.7% | +43.8% | +45.0% |
| 3Y | +87.5% | +64.7% | +22.8% | -28.3% |
| 5Y | -73.1% | +41.1% | -114.2% | -86.4% |
| All | -22.7% | +93.9% | -116.6% | -73.7% |
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