+87.7%
F vs XLC
+143.7%
-56.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +2.4% |
| 7D | +5.3% | -0.8% | +6.2% | +6.0% |
| 30D | +4.6% | +1.0% | +3.5% | +3.6% |
| 3M | -3.7% | -0.7% | -3.0% | -3.5% |
| 6M | +16.8% | -5.1% | +22.0% | +21.7% |
| YTD | +15.3% | -4.3% | +19.6% | +19.0% |
| 1Y | +31.0% | -0.6% | +31.6% | +31.0% |
| 3Y | +45.4% | +72.7% | -27.3% | -8.9% |
| 5Y | +54.7% | +38.0% | +16.7% | +14.7% |
| All | +87.7% | +143.7% | -56.0% | -15.2% |
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