+196.5%
XOM vs XLC
+145.0%
+51.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | +4.1% | +0.5% | +3.6% | +3.8% |
| 30D | +4.6% | +2.1% | +2.5% | +3.4% |
| 3M | +14.0% | +0.7% | +13.3% | +13.1% |
| 6M | +11.0% | -3.2% | +14.2% | +11.8% |
| YTD | +40.7% | -3.8% | +44.5% | +42.0% |
| 1Y | +52.3% | -2.0% | +54.3% | +52.2% |
| 3Y | +60.5% | +71.4% | -10.9% | +18.0% |
| 5Y | +266.4% | +40.7% | +225.7% | +203.9% |
| All | +196.5% | +145.0% | +51.5% | +49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling