+136.0%
XLC vs SM
+56.3%
+79.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +3.7% | +9.4% | -5.7% | +2.9% |
| 30D | -1.9% | -14.4% | +12.4% | -1.0% |
| 3M | -3.1% | +1.6% | -4.7% | -3.7% |
| 6M | -6.4% | +6.3% | -12.7% | -7.7% |
| YTD | -6.8% | +78.8% | -85.6% | -12.7% |
| 1Y | -1.7% | +83.1% | -84.8% | -8.2% |
| 3Y | +64.7% | -5.9% | +70.6% | +60.2% |
| 5Y | +41.1% | +4.8% | +36.3% | +33.2% |
| All | +136.0% | +56.3% | +79.7% | +95.5% |
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