+19.8%
XBI vs XLC
+37.9%
-18.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.1% |
| 7D | -4.6% | -1.7% | -2.9% | -3.3% |
| 30D | -0.8% | +0.2% | -1.0% | -1.1% |
| 3M | +21.8% | +0.7% | +21.1% | +20.0% |
| 6M | +23.2% | -4.5% | +27.6% | +27.2% |
| YTD | +28.7% | -4.7% | +33.5% | +33.0% |
| 1Y | +67.8% | -1.5% | +69.3% | +68.2% |
| 3Y | +100.6% | +72.2% | +28.4% | +21.9% |
| 5Y | +19.8% | +39.3% | -19.5% | -15.6% |
| All | +19.8% | +37.9% | -18.1% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling