+59.6%
XBI vs XLC
+145.0%
-85.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.3% |
| 7D | -4.6% | +0.5% | -5.2% | -5.1% |
| 30D | -2.0% | +2.1% | -4.1% | -3.9% |
| 3M | +17.8% | +0.7% | +17.1% | +15.9% |
| 6M | +23.7% | -3.2% | +26.9% | +26.4% |
| YTD | +28.2% | -3.8% | +32.0% | +31.4% |
| 1Y | +64.0% | -2.0% | +66.0% | +65.2% |
| 3Y | +99.4% | +71.4% | +28.0% | +19.8% |
| 5Y | +19.3% | +40.7% | -21.3% | -14.5% |
| All | +59.6% | +145.0% | -85.4% | -36.8% |
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