+35.8%
XLC vs SM
-11.5%
+47.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.3% |
| 7D | +4.9% | -25.9% | +30.8% | +7.6% |
| 30D | -5.8% | -15.1% | +9.3% | -4.7% |
| 3M | -5.4% | +4.9% | -10.3% | -6.6% |
| 6M | -10.2% | +6.1% | -16.3% | -12.0% |
| YTD | -10.2% | +63.4% | -73.6% | -17.4% |
| 1Y | -5.6% | +72.5% | -78.1% | -14.0% |
| 3Y | +61.0% | -16.9% | +77.9% | +56.1% |
| All | +35.8% | -11.5% | +47.4% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling