+165.1%
XLI vs XLC
+134.8%
+30.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.3% |
| 7D | +4.3% | +3.1% | +1.2% | +2.3% |
| 30D | +0.5% | -4.2% | +4.7% | +3.1% |
| 3M | -8.6% | -2.1% | -6.5% | -7.7% |
| 6M | -2.3% | -6.6% | +4.3% | +1.3% |
| YTD | +10.1% | -7.8% | +17.9% | +15.0% |
| 1Y | +11.0% | -4.1% | +15.1% | +12.9% |
| 3Y | +72.3% | +62.6% | +9.7% | +22.8% |
| 5Y | +70.8% | +39.6% | +31.2% | +34.4% |
| All | +165.1% | +134.8% | +30.3% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling