+143.6%
XLF vs XLC
+145.0%
-1.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | 0.0% |
| 7D | -1.5% | +0.5% | -2.0% | -1.8% |
| 30D | -1.2% | +2.1% | -3.3% | -2.6% |
| 3M | +9.2% | +0.7% | +8.5% | +8.3% |
| 6M | +16.3% | -3.2% | +19.5% | +18.5% |
| YTD | +5.4% | -3.8% | +9.2% | +7.8% |
| 1Y | +7.6% | -2.0% | +9.6% | +8.6% |
| 3Y | +74.2% | +71.4% | +2.8% | +17.0% |
| 5Y | +66.1% | +40.7% | +25.4% | +28.7% |
| All | +143.6% | +145.0% | -1.4% | +8.5% |
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