-47.4%
NKE vs XLC
0.0%
-47.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | 0.0% |
| 7D | -2.0% | -0.8% | -1.2% | -1.3% |
| 30D | -8.6% | +1.0% | -9.6% | -9.3% |
| 3M | -11.0% | -0.7% | -10.3% | -10.9% |
| 6M | -33.2% | -5.1% | -28.1% | -31.2% |
| YTD | -38.1% | -4.3% | -33.9% | -36.6% |
| 1Y | -47.4% | -0.6% | -46.8% | -46.4% |
| All | -47.4% | 0.0% | -47.3% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling