+142.5%
XLC vs SPY
+217.5%
-75.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | -0.8% | +0.1% | -1.0% | -0.9% |
| 30D | +1.0% | +0.1% | +1.0% | +1.0% |
| 3M | -0.7% | +2.0% | -2.7% | -2.8% |
| 6M | -5.1% | +13.0% | -18.2% | -16.2% |
| YTD | -4.3% | +13.5% | -17.8% | -16.0% |
| 1Y | -0.6% | +20.0% | -20.5% | -17.5% |
| 3Y | +72.7% | +77.2% | -4.5% | -4.1% |
| 5Y | +38.0% | +81.9% | -43.9% | -24.9% |
| All | +142.5% | +217.5% | -75.0% | -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 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