+136.0%
XLC vs SPY
+211.7%
-75.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.4% |
| 7D | +3.7% | +2.6% | +1.1% | +1.1% |
| 30D | -1.9% | -2.0% | +0.1% | -0.1% |
| 3M | -3.1% | -2.8% | -0.3% | -0.6% |
| 6M | -6.4% | +2.1% | -8.5% | -8.7% |
| YTD | -6.8% | +11.5% | -18.3% | -16.9% |
| 1Y | -1.7% | +13.5% | -15.2% | -13.9% |
| 3Y | +64.7% | +77.7% | -13.0% | -9.1% |
| 5Y | +41.1% | +72.6% | -31.5% | -19.4% |
| All | +136.0% | +211.7% | -75.7% | -24.5% |
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