+135.8%
XLC vs SPY
+214.0%
-78.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.5% |
| 7D | +3.5% | -0.9% | +4.4% | +4.2% |
| 30D | -2.6% | -2.4% | -0.2% | -0.4% |
| 3M | -2.1% | -1.2% | -0.9% | -1.1% |
| 6M | -5.5% | +3.3% | -8.8% | -8.8% |
| YTD | -6.9% | +12.3% | -19.2% | -17.5% |
| 1Y | -3.7% | +12.4% | -16.2% | -14.9% |
| 3Y | +64.2% | +78.8% | -14.6% | -10.0% |
| 5Y | +43.0% | +75.2% | -32.1% | -19.4% |
| All | +135.8% | +214.0% | -78.2% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling