+141.4%
XLC vs BBY
+60.2%
+81.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | +0.6% | +8.1% | -7.5% | -1.6% |
| 30D | +0.2% | +8.9% | -8.7% | -2.3% |
| 3M | +0.6% | +22.0% | -21.4% | -5.1% |
| 6M | -4.5% | +37.8% | -42.3% | -13.6% |
| YTD | -4.7% | +37.3% | -42.0% | -14.1% |
| 1Y | -1.7% | +21.6% | -23.2% | -8.6% |
| 3Y | +72.3% | +41.5% | +30.8% | +45.9% |
| 5Y | +37.8% | +1.2% | +36.5% | +25.4% |
| All | +141.4% | +60.2% | +81.2% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 all: compounded portfolio wealth divided by compounded BBY 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…
all analysis · Full analysis span regression · 6 months rolling