+49.9%
XLE vs XLC
-5.6%
+55.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.5% | -8.2% | -3.5% |
| 7D | -7.2% | +1.8% | -9.0% | -6.4% |
| 30D | +0.1% | -6.0% | +6.1% | -1.3% |
| 3M | +9.2% | -6.0% | +15.2% | +7.8% |
| 6M | +8.4% | -9.1% | +17.4% | +6.2% |
| YTD | +44.9% | -10.0% | +54.9% | +43.3% |
| 1Y | +49.9% | -5.8% | +55.7% | +47.1% |
| All | +49.9% | -5.6% | +55.4% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling