+143.7%
XLC vs SNY
+52.3%
+91.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +0.5% | -3.3% | +3.8% | +1.4% |
| 30D | +2.1% | -2.2% | +4.3% | +2.7% |
| 3M | +0.7% | -3.0% | +3.7% | +1.4% |
| 6M | -3.2% | +2.7% | -5.9% | -4.1% |
| YTD | -3.8% | -6.8% | +3.1% | -2.3% |
| 1Y | -2.0% | -5.3% | +3.2% | -1.3% |
| 3Y | +71.4% | -9.8% | +81.1% | +70.7% |
| 5Y | +40.7% | +9.7% | +31.0% | +25.5% |
| All | +143.7% | +52.3% | +91.4% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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