+20.0%
GE vs XLC
0.0%
+20.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.7% |
| 7D | -1.6% | -0.8% | -0.7% | -1.2% |
| 30D | -11.6% | +1.0% | -12.6% | -12.1% |
| 3M | +3.0% | -0.7% | +3.7% | +3.8% |
| 6M | -0.5% | -5.1% | +4.6% | +2.3% |
| YTD | +9.7% | -4.3% | +14.0% | +12.6% |
| 1Y | +20.0% | -0.6% | +20.6% | +22.0% |
| All | +20.0% | 0.0% | +20.1% | +22.0% |
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 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