+136.0%
XLC vs SFM
+151.5%
-15.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.9% |
| 7D | +3.7% | +6.0% | -2.3% | +3.0% |
| 30D | -1.9% | -19.5% | +17.5% | 0.0% |
| 3M | -3.1% | -37.0% | +33.9% | +1.5% |
| 6M | -6.4% | -41.0% | +34.6% | -1.4% |
| YTD | -6.8% | -34.6% | +27.8% | -3.6% |
| 1Y | -1.7% | -36.3% | +34.6% | +2.0% |
| 3Y | +64.7% | +24.5% | +40.1% | +54.5% |
| 5Y | +41.1% | +115.9% | -74.8% | +21.2% |
| All | +136.0% | +151.5% | -15.5% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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