-39.0%
U vs XLC
+99.2%
-138.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | +1.3% |
| 7D | -3.8% | -0.8% | -3.0% | -2.2% |
| 30D | +17.5% | +1.0% | +16.4% | +14.9% |
| 3M | +38.7% | -0.7% | +39.4% | +39.5% |
| 6M | +104.4% | -5.1% | +109.6% | +125.1% |
| YTD | -5.7% | -4.3% | -1.4% | +2.5% |
| 1Y | +3.7% | -0.6% | +4.2% | +5.8% |
| 3Y | +12.3% | +72.7% | -60.4% | -60.6% |
| 5Y | -68.8% | +38.0% | -106.8% | -84.0% |
| All | -39.0% | +99.2% | -138.2% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling