+10.9%
GE vs XLC
-2.9%
+13.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.0% |
| 7D | +4.0% | +3.5% | +0.6% | +2.3% |
| 30D | +11.1% | -2.6% | +13.6% | +12.1% |
| 3M | -6.7% | -2.1% | -4.7% | -6.2% |
| 6M | +14.3% | -5.5% | +19.8% | +18.5% |
| YTD | +11.7% | -6.9% | +18.6% | +15.6% |
| 1Y | +10.9% | -3.7% | +14.6% | +13.1% |
| All | +10.9% | -2.9% | +13.8% | +13.1% |
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