+41.8%
XLC vs S
-51.7%
+93.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +3.7% | +2.0% | +1.7% | +3.4% |
| 30D | -1.9% | -2.7% | +0.8% | -1.8% |
| 3M | -3.1% | -6.9% | +3.8% | -2.9% |
| 6M | -6.4% | +38.1% | -44.4% | -12.3% |
| YTD | -6.8% | +48.0% | -54.8% | -14.4% |
| 1Y | -1.7% | +34.5% | -36.2% | -8.6% |
| 3Y | +64.7% | +38.3% | +26.4% | +46.8% |
| 5Y | +41.1% | -70.9% | +112.0% | +41.5% |
| All | +41.8% | -51.7% | +93.5% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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