+135.3%
JPM vs XLC
+40.7%
+94.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | +3.5% | +3.7% | -0.2% | +1.5% |
| 30D | +3.3% | -1.9% | +5.2% | +4.3% |
| 3M | -4.2% | -3.1% | -1.1% | -2.8% |
| 6M | +16.4% | -6.4% | +22.8% | +20.1% |
| YTD | +9.5% | -6.8% | +16.3% | +13.2% |
| 1Y | +14.0% | -1.7% | +15.7% | +14.3% |
| 3Y | +153.1% | +64.7% | +88.4% | +93.7% |
| All | +135.3% | +40.7% | +94.6% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling