-2.3%
F vs XLC
-3.3%
+1.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +1.0% | +6.2% | -5.3% | -2.5% |
| 30D | +2.1% | -2.4% | +4.5% | +3.7% |
| 3M | -10.3% | -3.3% | -6.9% | -8.5% |
| 6M | +3.3% | -7.3% | +10.6% | +10.2% |
| YTD | -2.0% | -7.6% | +5.6% | +3.9% |
| 1Y | -2.3% | -3.7% | +1.4% | -1.4% |
| All | -2.3% | -3.3% | +1.0% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling