+15.0%
GE vs XLC
-2.1%
+17.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | -2.8% | -1.7% | -1.1% | -1.9% |
| 30D | -11.9% | +0.2% | -12.1% | -12.1% |
| 3M | +1.8% | +0.7% | +1.1% | +1.3% |
| 6M | -0.6% | -4.5% | +3.9% | +2.2% |
| YTD | +5.5% | -4.7% | +10.3% | +8.8% |
| 1Y | +15.0% | -1.5% | +16.5% | +17.0% |
| All | +15.0% | -2.1% | +17.0% | +17.0% |
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