+139.9%
XLC vs SFM
+253.2%
-113.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.2% |
| 7D | -1.4% | -7.2% | +5.8% | -0.6% |
| 30D | -0.9% | -14.3% | +13.4% | +0.8% |
| 3M | -0.3% | -13.7% | +13.4% | +1.1% |
| 6M | -5.2% | -6.0% | +0.8% | -5.2% |
| YTD | -5.3% | -8.2% | +2.9% | -5.2% |
| 1Y | -2.8% | -46.2% | +43.4% | +3.7% |
| 3Y | +71.2% | +83.6% | -12.3% | +54.2% |
| 5Y | +37.6% | +212.7% | -175.1% | +13.7% |
| All | +139.9% | +253.2% | -113.3% | +84.1% |
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