-37.8%
U vs XLC
+97.0%
-134.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.7% |
| 7D | +4.4% | -1.4% | +5.8% | +7.2% |
| 30D | -1.3% | -0.9% | -0.4% | +0.1% |
| 3M | +49.6% | -0.3% | +49.9% | +49.2% |
| 6M | +100.2% | -5.2% | +105.4% | +120.3% |
| YTD | -3.7% | -5.3% | +1.6% | +6.9% |
| 1Y | -6.5% | -2.8% | -3.7% | -0.3% |
| 3Y | +12.9% | +71.2% | -58.3% | -59.8% |
| 5Y | -68.3% | +37.6% | -105.9% | -83.6% |
| All | -37.8% | +97.0% | -134.8% | -79.3% |
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