+81.6%
XLF vs XLC
+65.1%
+16.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.2% |
| 7D | +2.7% | +3.7% | -1.1% | +0.5% |
| 30D | +7.6% | -1.9% | +9.6% | +8.8% |
| 3M | +1.1% | -3.1% | +4.2% | +2.7% |
| 6M | +15.9% | -6.4% | +22.3% | +20.2% |
| YTD | +8.4% | -6.8% | +15.3% | +12.7% |
| 1Y | +12.5% | -1.7% | +14.2% | +12.8% |
| 3Y | +81.6% | +64.7% | +16.9% | +42.1% |
| All | +81.6% | +65.1% | +16.5% | +42.1% |
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