+64.4%
XLF vs XLC
+37.1%
+27.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -1.0% | -1.4% | +0.4% | -0.2% |
| 30D | -1.3% | -0.9% | -0.4% | -0.8% |
| 3M | +9.1% | -0.3% | +9.5% | +9.1% |
| 6M | +14.4% | -5.2% | +19.5% | +17.6% |
| YTD | +5.1% | -5.3% | +10.4% | +8.1% |
| 1Y | +8.6% | -2.8% | +11.4% | +10.0% |
| 3Y | +74.4% | +71.2% | +3.2% | +27.8% |
| 5Y | +64.4% | +37.6% | +26.8% | +35.3% |
| All | +64.4% | +37.1% | +27.2% | +35.3% |
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 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