+199.8%
TER vs XLC
0.0%
+199.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +5.4% |
| 7D | +0.6% | -0.8% | +1.4% | +0.5% |
| 30D | -8.3% | +1.0% | -9.4% | -8.5% |
| 3M | -12.2% | -0.7% | -11.6% | -9.5% |
| 6M | +17.0% | -5.1% | +22.2% | +23.1% |
| YTD | +84.6% | -4.3% | +88.9% | +91.8% |
| 1Y | +199.8% | -0.6% | +200.4% | +204.9% |
| All | +199.8% | 0.0% | +199.8% | +204.9% |
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