+168.9%
XLI vs XLC
+145.0%
+24.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.4% |
| 7D | -1.7% | +0.5% | -2.2% | -2.0% |
| 30D | -7.3% | +2.1% | -9.4% | -8.6% |
| 3M | -1.3% | +0.7% | -2.0% | -2.3% |
| 6M | +2.2% | -3.2% | +5.4% | +3.9% |
| YTD | +11.7% | -3.8% | +15.5% | +13.9% |
| 1Y | +14.3% | -2.0% | +16.3% | +15.0% |
| 3Y | +70.3% | +71.4% | -1.0% | +17.7% |
| 5Y | +82.3% | +40.7% | +41.6% | +43.8% |
| All | +168.9% | +145.0% | +24.0% | +24.8% |
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