-5.8%
XLC vs SM
+70.4%
-76.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -15.3% | +18.8% | +2.3% |
| 7D | +1.8% | -21.5% | +23.3% | +0.1% |
| 30D | -6.0% | -11.4% | +5.4% | -6.7% |
| 3M | -6.0% | +0.6% | -6.6% | -6.0% |
| 6M | -9.1% | +0.2% | -9.3% | -8.8% |
| YTD | -10.0% | +69.7% | -79.7% | -10.1% |
| 1Y | -5.8% | +71.6% | -77.4% | -5.8% |
| All | -5.8% | +70.4% | -76.2% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling