-8.4%
T vs XLC
-2.1%
-6.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -2.4% | -1.7% | -0.8% | -1.9% |
| 30D | +4.3% | +0.2% | +4.1% | +4.3% |
| 3M | +11.6% | +0.7% | +10.9% | +11.3% |
| 6M | -5.6% | -4.5% | -1.1% | -3.9% |
| YTD | +6.6% | -4.7% | +11.3% | +8.4% |
| 1Y | -8.4% | -1.5% | -6.9% | -8.1% |
| All | -8.4% | -2.1% | -6.3% | -8.1% |
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