+135.8%
XLC vs SFM
+144.3%
-8.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.4% |
| 7D | +3.5% | -7.1% | +10.5% | +4.3% |
| 30D | -2.6% | -21.4% | +18.8% | -0.3% |
| 3M | -2.1% | -40.1% | +38.0% | +3.2% |
| 6M | -5.5% | -38.0% | +32.5% | -1.1% |
| YTD | -6.9% | -36.5% | +29.6% | -3.3% |
| 1Y | -3.7% | -35.2% | +31.5% | -0.4% |
| 3Y | +64.2% | +23.5% | +40.7% | +54.1% |
| 5Y | +43.0% | +109.7% | -66.7% | +23.2% |
| All | +135.8% | +144.3% | -8.4% | +87.7% |
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