+42.6%
XLP vs XLC
+40.7%
+1.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.3% | +6.2% | -3.9% | +0.8% |
| 30D | +9.1% | -2.4% | +11.5% | +9.7% |
| 3M | +7.9% | -3.3% | +11.2% | +8.7% |
| 6M | +9.6% | -7.3% | +16.9% | +11.5% |
| YTD | +19.4% | -7.6% | +27.1% | +21.5% |
| 1Y | +22.4% | -3.7% | +26.1% | +23.1% |
| 3Y | +43.2% | +62.9% | -19.7% | +24.3% |
| 5Y | +42.6% | +41.6% | +0.9% | +25.2% |
| All | +42.6% | +40.7% | +1.8% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling