+117.4%
XLU vs XLC
+142.6%
-25.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -1.2% | -1.7% | +0.5% | -0.6% |
| 30D | -2.5% | +0.2% | -2.8% | -2.7% |
| 3M | -2.7% | +0.7% | -3.4% | -3.3% |
| 6M | -7.5% | -4.5% | -3.0% | -6.1% |
| YTD | +0.9% | -4.7% | +5.7% | +2.4% |
| 1Y | +3.3% | -1.5% | +4.8% | +3.3% |
| 3Y | +47.3% | +72.2% | -24.9% | +15.8% |
| 5Y | +44.4% | +39.3% | +5.1% | +23.9% |
| All | +117.4% | +142.6% | -25.2% | +27.3% |
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 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