+42.0%
XLP vs XLC
+34.6%
+7.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +0.7% | +4.9% | -4.2% | -0.5% |
| 30D | +10.3% | -5.8% | +16.1% | +11.9% |
| 3M | +6.5% | -5.4% | +12.0% | +7.9% |
| 6M | +8.4% | -10.2% | +18.6% | +11.2% |
| YTD | +18.2% | -10.2% | +28.4% | +21.1% |
| 1Y | +22.4% | -5.6% | +28.0% | +23.8% |
| 3Y | +41.9% | +61.0% | -19.1% | +23.5% |
| All | +42.0% | +34.6% | +7.4% | +26.6% |
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 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