+64.7%
XLC vs SPYG
+91.6%
-26.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.6% |
| 7D | +3.7% | +2.3% | +1.4% | +2.3% |
| 30D | -1.9% | -6.5% | +4.5% | +1.9% |
| 3M | -3.1% | -6.8% | +3.7% | +0.8% |
| 6M | -6.4% | -3.1% | -3.2% | -5.1% |
| YTD | -6.8% | +8.0% | -14.8% | -12.3% |
| 1Y | -1.7% | +10.2% | -11.9% | -8.8% |
| 3Y | +64.7% | +91.0% | -26.3% | -4.4% |
| All | +64.7% | +91.6% | -26.9% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling