+310.7%
JPM vs XLC
+142.6%
+168.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.7% |
| 7D | -2.3% | -1.7% | -0.7% | -1.2% |
| 30D | -2.3% | +0.2% | -2.5% | -2.6% |
| 3M | +14.9% | +0.7% | +14.2% | +13.8% |
| 6M | +23.6% | -4.5% | +28.1% | +27.0% |
| YTD | +11.3% | -4.7% | +16.0% | +14.5% |
| 1Y | +19.9% | -1.5% | +21.4% | +20.4% |
| 3Y | +162.6% | +72.2% | +90.3% | +76.4% |
| 5Y | +154.6% | +39.3% | +115.3% | +100.0% |
| All | +310.7% | +142.6% | +168.2% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling