+141.4%
XLC vs SO
+176.3%
-35.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | +0.6% | +1.0% | -0.4% | +0.3% |
| 30D | +0.2% | -3.2% | +3.4% | +1.2% |
| 3M | +0.6% | -1.7% | +2.4% | +1.0% |
| 6M | -4.5% | -7.2% | +2.7% | -2.6% |
| YTD | -4.7% | +4.6% | -9.3% | -6.5% |
| 1Y | -1.7% | +1.2% | -2.9% | -2.7% |
| 3Y | +72.3% | +45.3% | +27.0% | +48.5% |
| 5Y | +37.8% | +58.7% | -21.0% | +13.9% |
| All | +141.4% | +176.3% | -35.0% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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