+257.2%
XOM vs XLC
+39.8%
+217.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +4.1% | +0.5% | +3.6% | +4.0% |
| 30D | +4.6% | +2.1% | +2.5% | +4.1% |
| 3M | +14.0% | +0.7% | +13.3% | +13.6% |
| 6M | +11.0% | -3.2% | +14.2% | +11.5% |
| YTD | +40.7% | -3.8% | +44.5% | +41.6% |
| 1Y | +52.3% | -2.0% | +54.3% | +52.4% |
| 3Y | +60.5% | +71.4% | -10.9% | +38.7% |
| All | +257.2% | +39.8% | +217.5% | +229.3% |
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 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