+64.7%
XLC vs S
+41.6%
+23.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.9% |
| 3M | -3.1% | -6.9% | +3.8% | -2.9% |
| 6M | -6.4% | +38.1% | -44.4% | -11.5% |
| YTD | -6.8% | +48.0% | -54.8% | -13.3% |
| 1Y | -1.7% | +34.5% | -36.2% | -7.5% |
| 3Y | +64.7% | +38.3% | +26.4% | +61.0% |
| All | +64.7% | +41.6% | +23.1% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling