+43.2%
TER vs XLC
-5.6%
+48.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.5% | -10.3% | -6.2% |
| 7D | -19.9% | +1.8% | -21.6% | -19.6% |
| 30D | -43.5% | -6.0% | -37.6% | -44.1% |
| 3M | -37.8% | -6.0% | -31.8% | -38.5% |
| 6M | -25.6% | -9.1% | -16.5% | -21.7% |
| YTD | +29.8% | -10.0% | +39.8% | +33.7% |
| 1Y | +43.2% | -5.8% | +49.0% | +34.5% |
| All | +43.2% | -5.6% | +48.7% | +34.5% |
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