+123.8%
XLV vs XLC
+142.6%
-18.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -4.4% | -1.7% | -2.7% | -3.6% |
| 30D | -1.4% | +0.2% | -1.6% | -1.5% |
| 3M | +8.9% | +0.7% | +8.2% | +8.2% |
| 6M | +9.1% | -4.5% | +13.6% | +11.2% |
| YTD | +7.9% | -4.7% | +12.7% | +10.1% |
| 1Y | +22.7% | -1.5% | +24.2% | +23.0% |
| 3Y | +31.9% | +72.2% | -40.3% | -1.7% |
| 5Y | +34.9% | +39.3% | -4.4% | +12.6% |
| All | +123.8% | +142.6% | -18.8% | +21.4% |
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