-10.2%
XLC vs A
+46.4%
-56.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | +4.9% | -0.1% | +5.0% | +4.9% |
| 30D | -5.8% | +3.4% | -9.2% | -6.0% |
| 3M | -5.4% | +23.8% | -29.3% | -6.6% |
| 6M | -10.2% | +49.0% | -59.2% | -12.3% |
| All | -10.2% | +46.4% | -56.5% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 6mo: compounded portfolio wealth divided by compounded A 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…
6mo analysis · Full analysis span regression · 6 months rolling