+139.9%
XLC vs SM
+81.4%
+58.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -0.9% | +20.3% | -21.2% | -2.5% |
| 3M | -0.3% | +22.9% | -23.2% | -2.4% |
| 6M | -5.2% | +47.8% | -53.0% | -9.0% |
| YTD | -5.3% | +107.5% | -112.8% | -12.0% |
| 1Y | -2.8% | +51.7% | -54.5% | -7.4% |
| 3Y | +71.2% | -0.9% | +72.1% | +66.3% |
| 5Y | +37.6% | +112.2% | -74.7% | +23.1% |
| All | +139.9% | +81.4% | +58.5% | +97.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling