+35.8%
XLC vs SO
+75.0%
-39.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | +4.9% | -1.5% | +6.4% | +5.2% |
| 30D | -5.8% | +8.1% | -13.9% | -7.2% |
| 3M | -5.4% | +0.2% | -5.7% | -5.5% |
| 6M | -10.2% | +0.4% | -10.6% | -10.4% |
| YTD | -10.2% | +8.5% | -18.7% | -12.0% |
| 1Y | -5.6% | +4.9% | -10.6% | -6.9% |
| 3Y | +61.0% | +47.9% | +13.1% | +42.3% |
| All | +35.8% | +75.0% | -39.2% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling