-31.7%
NKE vs XLC
-5.6%
-26.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.5% | +1.8% | +2.6% |
| 7D | +9.0% | +1.8% | +7.2% | +7.5% |
| 30D | +19.2% | -6.0% | +25.2% | +25.0% |
| 3M | -1.5% | -6.0% | +4.5% | +3.2% |
| 6M | -4.2% | -9.1% | +4.9% | +2.8% |
| YTD | -34.8% | -10.0% | -24.7% | -29.5% |
| 1Y | -31.7% | -5.8% | -25.9% | -28.1% |
| All | -31.7% | -5.6% | -26.1% | -28.1% |
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 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