+139.9%
XLC vs SPY
+214.3%
-74.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.2% |
| 7D | -1.4% | -0.4% | -1.1% | -1.1% |
| 30D | -0.9% | -1.4% | +0.5% | +0.5% |
| 3M | -0.3% | +3.7% | -4.0% | -4.0% |
| 6M | -5.2% | +13.0% | -18.2% | -16.3% |
| YTD | -5.3% | +12.4% | -17.7% | -16.0% |
| 1Y | -2.8% | +18.5% | -21.3% | -18.4% |
| 3Y | +71.2% | +77.6% | -6.4% | -5.2% |
| 5Y | +37.6% | +81.7% | -44.1% | -25.1% |
| All | +139.9% | +214.3% | -74.4% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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