+139.9%
XLC vs NYT
+188.9%
-49.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | 0.0% |
| 7D | -1.4% | -1.6% | +0.2% | -0.9% |
| 30D | -0.9% | +2.8% | -3.7% | -1.7% |
| 3M | -0.3% | -9.2% | +8.9% | +2.1% |
| 6M | -5.2% | -17.1% | +11.9% | -0.5% |
| YTD | -5.3% | -3.2% | -2.1% | -5.5% |
| 1Y | -2.8% | +15.7% | -18.5% | -8.6% |
| 3Y | +71.2% | +55.7% | +15.5% | +43.2% |
| 5Y | +37.6% | +39.4% | -1.8% | +15.0% |
| All | +139.9% | +188.9% | -49.1% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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