-5.8%
XLC vs ALL
+42.7%
-48.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +3.3% |
| 7D | +1.8% | +7.5% | -5.8% | +1.4% |
| 30D | -6.0% | +19.7% | -25.7% | -7.0% |
| 3M | -6.0% | +2.9% | -8.9% | -6.2% |
| 6M | -9.1% | +23.5% | -32.6% | -9.2% |
| YTD | -10.0% | +31.1% | -41.2% | -10.4% |
| 1Y | -5.8% | +40.5% | -46.3% | -5.5% |
| All | -5.8% | +42.7% | -48.5% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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