+142.5%
XLC vs SM
+74.1%
+68.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.0% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +1.0% | +26.3% | -25.3% | -1.0% |
| 3M | -0.7% | +8.7% | -9.4% | -1.8% |
| 6M | -5.1% | +51.7% | -56.8% | -9.2% |
| YTD | -4.3% | +99.0% | -103.3% | -10.7% |
| 1Y | -0.6% | +34.6% | -35.2% | -4.3% |
| 3Y | +72.7% | -7.8% | +80.5% | +68.8% |
| 5Y | +38.0% | +104.8% | -66.8% | +23.8% |
| All | +142.5% | +74.1% | +68.4% | +99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling