+145.6%
XLE vs XLC
+142.6%
+3.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | 0.0% | +0.6% | -0.6% | -0.4% |
| 30D | +12.6% | +0.2% | +12.4% | +12.3% |
| 3M | +11.8% | +0.6% | +11.2% | +10.7% |
| 6M | +16.1% | -4.5% | +20.6% | +18.1% |
| YTD | +46.9% | -4.7% | +51.6% | +49.5% |
| 1Y | +53.3% | -1.7% | +54.9% | +52.6% |
| 3Y | +54.9% | +72.3% | -17.3% | +5.6% |
| 5Y | +225.7% | +37.8% | +187.9% | +162.6% |
| All | +145.6% | +142.6% | +3.0% | +6.5% |
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