+37.7%
XLC vs SO
+58.2%
-20.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.1% |
| 7D | -0.8% | -0.2% | -0.7% | -0.8% |
| 30D | +1.0% | -4.6% | +5.6% | +1.9% |
| 3M | -0.7% | -3.0% | +2.3% | -0.2% |
| 6M | -5.1% | -8.3% | +3.1% | -3.7% |
| YTD | -4.3% | +3.5% | -7.8% | -5.4% |
| 1Y | -0.6% | -0.9% | +0.4% | -0.8% |
| 3Y | +72.7% | +45.4% | +27.3% | +52.3% |
| All | +37.7% | +58.2% | -20.5% | +15.9% |
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