+68.4%
XLE vs XLC
+63.4%
+5.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +4.4% | +3.1% | +1.3% | +3.6% |
| 30D | -4.3% | -4.2% | -0.1% | -3.1% |
| 3M | +6.0% | -2.1% | +8.2% | +6.5% |
| 6M | +13.2% | -6.6% | +19.8% | +15.5% |
| YTD | +46.7% | -7.8% | +54.5% | +50.3% |
| 1Y | +46.6% | -4.1% | +50.7% | +47.1% |
| All | +68.4% | +63.4% | +5.0% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling