+37.7%
XLC vs SFM
+230.0%
-192.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.5% |
| 7D | -0.8% | -0.1% | -0.8% | -0.9% |
| 30D | +1.0% | -4.4% | +5.4% | +1.4% |
| 3M | -0.7% | +1.5% | -2.2% | -1.2% |
| 6M | -5.1% | +6.5% | -11.6% | -6.5% |
| YTD | -4.3% | +2.2% | -6.5% | -5.2% |
| 1Y | -0.6% | -41.9% | +41.3% | +5.6% |
| 3Y | +72.7% | +106.8% | -34.1% | +54.5% |
| All | +37.7% | +230.0% | -192.3% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling