+216.5%
C vs XLC
+64.9%
+151.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.9% |
| 7D | -0.4% | +3.5% | -3.9% | -3.1% |
| 30D | -5.3% | -2.6% | -2.8% | -3.4% |
| 3M | -8.0% | -2.1% | -5.9% | -6.8% |
| 6M | -0.3% | -5.5% | +5.2% | +4.1% |
| YTD | +8.6% | -6.9% | +15.6% | +14.8% |
| 1Y | +25.8% | -3.7% | +29.5% | +28.7% |
| All | +216.5% | +64.9% | +151.6% | +126.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling