+134.0%
XLC vs SM
+41.0%
+93.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | +0.3% |
| 7D | +6.2% | -19.5% | +25.7% | +7.9% |
| 30D | -2.4% | -20.2% | +17.8% | -0.8% |
| 3M | -3.3% | -6.5% | +3.2% | -3.3% |
| 6M | -7.3% | +1.6% | -8.9% | -8.3% |
| YTD | -7.6% | +61.2% | -68.9% | -12.7% |
| 1Y | -3.7% | +65.4% | -69.1% | -9.3% |
| 3Y | +62.9% | -13.0% | +76.0% | +59.5% |
| 5Y | +41.6% | -4.3% | +45.9% | +34.7% |
| All | +134.0% | +41.0% | +93.0% | +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 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