+58.1%
XLE vs XLC
+60.5%
-2.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -12.0% | +4.9% | -16.9% | -13.1% |
| 30D | -2.7% | -5.8% | +3.1% | -1.2% |
| 3M | +6.6% | -5.4% | +12.0% | +8.0% |
| 6M | +9.5% | -10.2% | +19.7% | +13.0% |
| YTD | +40.6% | -10.2% | +50.7% | +44.9% |
| 1Y | +43.6% | -5.6% | +49.2% | +44.2% |
| 3Y | +58.1% | +61.0% | -2.9% | +28.3% |
| All | +58.1% | +60.5% | -2.4% | +28.3% |
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