+166.9%
XLE vs XLC
+40.7%
+126.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +5.4% | +3.7% | +1.7% | +4.3% |
| 30D | -3.9% | -1.9% | -2.0% | -3.5% |
| 3M | +7.0% | -3.1% | +10.1% | +7.8% |
| 6M | +14.2% | -6.4% | +20.6% | +16.1% |
| YTD | +48.2% | -6.8% | +55.0% | +50.6% |
| 1Y | +47.7% | -1.7% | +49.4% | +47.1% |
| 3Y | +70.0% | +64.7% | +5.3% | +41.5% |
| All | +166.9% | +40.7% | +126.2% | +139.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling