+45.0%
XLC vs S
-57.8%
+102.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | +0.6% | -5.8% | +6.4% | +1.5% |
| 30D | +0.2% | -9.2% | +9.4% | +1.4% |
| 3M | +0.6% | +23.4% | -22.7% | -3.3% |
| 6M | -4.5% | +36.9% | -41.4% | -10.3% |
| YTD | -4.7% | +29.5% | -34.3% | -10.0% |
| 1Y | -1.7% | +5.4% | -7.1% | -4.4% |
| 3Y | +72.3% | +14.7% | +57.6% | +59.1% |
| 5Y | +37.8% | -71.5% | +109.3% | +40.4% |
| All | +45.0% | -57.8% | +102.8% | +47.0% |
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