+278.2%
GE vs XLC
+64.0%
+214.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.4% | +2.0% |
| 7D | +6.3% | +7.1% | -0.8% | +1.0% |
| 30D | +8.9% | -2.7% | +11.6% | +11.1% |
| 3M | -9.2% | -3.2% | -6.0% | -7.4% |
| 6M | +13.2% | -7.7% | +20.9% | +20.0% |
| YTD | +9.4% | -8.0% | +17.4% | +16.1% |
| 1Y | +9.8% | -3.1% | +12.8% | +11.3% |
| 3Y | +278.2% | +64.9% | +213.3% | +169.3% |
| All | +278.2% | +64.0% | +214.2% | +169.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling