+135.0%
XLE vs XLC
+128.7%
+6.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | -12.0% | +4.9% | -16.9% | -14.5% |
| 30D | -2.7% | -5.8% | +3.1% | +0.4% |
| 3M | +6.6% | -5.4% | +12.0% | +9.4% |
| 6M | +9.5% | -10.2% | +19.7% | +15.3% |
| YTD | +40.6% | -10.2% | +50.7% | +47.2% |
| 1Y | +43.6% | -5.6% | +49.2% | +45.7% |
| 3Y | +58.1% | +61.0% | -2.9% | +11.9% |
| 5Y | +152.2% | +35.2% | +116.9% | +101.9% |
| All | +135.0% | +128.7% | +6.3% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling