+35.8%
XLC vs S
-67.4%
+103.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | +4.9% | -13.4% | +18.3% | +7.2% |
| 30D | -5.8% | -14.0% | +8.2% | -3.8% |
| 3M | -5.4% | +4.9% | -10.3% | -7.2% |
| 6M | -10.2% | +42.0% | -52.2% | -16.7% |
| YTD | -10.2% | +45.1% | -55.3% | -17.6% |
| 1Y | -5.6% | +33.1% | -38.7% | -12.4% |
| 3Y | +61.0% | +40.6% | +20.4% | +41.7% |
| All | +35.8% | -67.4% | +103.2% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling