+40.7%
XLC vs SO
+79.0%
-38.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.8% |
| 7D | +3.7% | +1.4% | +2.4% | +3.5% |
| 30D | -1.9% | +4.7% | -6.6% | -2.8% |
| 3M | -3.1% | +1.7% | -4.8% | -3.5% |
| 6M | -6.4% | +2.2% | -8.5% | -6.9% |
| YTD | -6.8% | +10.0% | -16.8% | -8.9% |
| 1Y | -1.7% | +6.0% | -7.7% | -3.2% |
| 3Y | +64.7% | +54.1% | +10.6% | +43.6% |
| All | +40.7% | +79.0% | -38.3% | +14.4% |
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 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