+152.8%
JPM vs XLC
+37.3%
+115.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.4% |
| 6M | +23.3% | -4.5% | +27.8% | +26.1% |
| YTD | +11.3% | -4.7% | +16.0% | +13.9% |
| 1Y | +23.0% | -1.7% | +24.7% | +23.6% |
| 3Y | +162.6% | +72.3% | +90.3% | +96.3% |
| 5Y | +152.8% | +37.8% | +115.0% | +110.0% |
| All | +152.8% | +37.3% | +115.5% | +110.0% |
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