+44.0%
XLP vs XLC
+64.0%
-20.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.4% |
| 7D | +0.1% | +7.1% | -7.0% | -1.4% |
| 30D | +8.9% | -2.7% | +11.7% | +9.5% |
| 3M | +7.5% | -3.2% | +10.7% | +8.1% |
| 6M | +9.4% | -7.7% | +17.1% | +11.1% |
| YTD | +19.3% | -8.0% | +27.2% | +21.1% |
| 1Y | +21.7% | -3.1% | +24.8% | +22.1% |
| 3Y | +44.0% | +64.9% | -20.9% | +26.3% |
| All | +44.0% | +64.0% | -20.0% | +26.3% |
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 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