-0.3%
SPOT vs XLC
-5.6%
+5.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +2.0% |
| 7D | +16.6% | +1.8% | +14.8% | +15.0% |
| 30D | +29.9% | -6.0% | +35.9% | +36.4% |
| 3M | +31.3% | -6.0% | +37.3% | +38.2% |
| 6M | +43.2% | -9.1% | +52.3% | +56.1% |
| YTD | +8.1% | -10.0% | +18.1% | +21.9% |
| 1Y | -0.3% | -5.8% | +5.5% | +7.6% |
| All | -0.3% | -5.6% | +5.3% | +7.6% |
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