+69.8%
XLI vs XLC
+70.4%
-0.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | -0.6% | -1.4% | +0.8% | +0.2% |
| 30D | -6.9% | -0.9% | -6.0% | -6.5% |
| 3M | -1.9% | -0.3% | -1.6% | -2.1% |
| 6M | +1.0% | -5.2% | +6.2% | +4.1% |
| YTD | +11.3% | -5.3% | +16.6% | +14.7% |
| 1Y | +15.8% | -2.8% | +18.6% | +17.2% |
| All | +69.8% | +70.4% | -0.6% | +24.6% |
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