+8.9%
GE vs XLC
-3.3%
+12.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +5.4% | +6.2% | -0.9% | +2.5% |
| 30D | +9.6% | -2.4% | +12.0% | +10.6% |
| 3M | -7.7% | -3.3% | -4.4% | -6.6% |
| 6M | +14.0% | -7.3% | +21.3% | +19.7% |
| YTD | +10.2% | -7.6% | +17.8% | +14.3% |
| 1Y | +8.9% | -3.7% | +12.6% | +11.1% |
| All | +8.9% | -3.3% | +12.2% | +11.1% |
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