+105.4%
XLP vs XLC
+143.7%
-38.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -1.0% | -0.8% | -0.2% | -0.7% |
| 30D | -0.9% | +1.0% | -1.9% | -1.3% |
| 3M | +3.8% | -0.7% | +4.5% | +4.0% |
| 6M | -1.7% | -5.1% | +3.4% | 0.0% |
| YTD | +10.3% | -4.3% | +14.5% | +11.7% |
| 1Y | +7.8% | -0.6% | +8.4% | +7.6% |
| 3Y | +27.2% | +72.7% | -45.5% | +0.8% |
| 5Y | +32.5% | +38.0% | -5.5% | +15.3% |
| All | +105.4% | +143.7% | -38.4% | +23.3% |
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 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