+68.7%
XLC vs SPYG
+98.4%
-29.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -1.4% | +0.3% | -1.7% | -1.6% |
| 30D | -0.9% | -1.7% | +0.8% | +0.1% |
| 3M | -0.3% | +3.6% | -4.0% | -2.8% |
| 6M | -5.2% | +16.6% | -21.8% | -14.9% |
| YTD | -5.3% | +13.4% | -18.7% | -13.5% |
| 1Y | -2.8% | +19.6% | -22.4% | -14.7% |
| All | +68.7% | +98.4% | -29.8% | -7.0% |
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