+141.3%
XLC vs SPYG
+262.6%
-121.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.3% |
| 7D | -1.7% | -1.8% | +0.2% | -0.1% |
| 30D | +0.2% | -1.9% | +2.1% | +1.8% |
| 3M | +0.7% | +5.2% | -4.4% | -4.0% |
| 6M | -4.5% | +15.6% | -20.0% | -16.4% |
| YTD | -4.7% | +12.4% | -17.1% | -14.9% |
| 1Y | -1.5% | +17.5% | -19.0% | -15.6% |
| 3Y | +72.2% | +98.1% | -25.8% | -10.0% |
| 5Y | +39.3% | +84.9% | -45.6% | -22.8% |
| All | +141.3% | +262.6% | -121.3% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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