+162.6%
JPM vs XLC
+72.7%
+89.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.2% |
| 7D | -0.4% | +0.6% | -1.0% | -0.7% |
| 30D | -1.1% | +0.2% | -1.4% | -1.3% |
| 3M | +14.1% | +0.6% | +13.5% | +13.3% |
| 6M | +23.3% | -4.5% | +27.8% | +26.6% |
| YTD | +11.3% | -4.7% | +16.0% | +14.4% |
| 1Y | +23.0% | -1.7% | +24.7% | +23.7% |
| 3Y | +162.6% | +72.3% | +90.3% | +102.7% |
| All | +162.6% | +72.7% | +89.8% | +102.7% |
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 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