-3.7%
XLC vs ALL
+32.6%
-36.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.2% |
| 7D | +6.2% | -0.1% | +6.4% | +6.2% |
| 30D | -2.4% | +13.8% | -16.2% | -3.2% |
| 3M | -3.3% | -2.8% | -0.6% | -3.3% |
| 6M | -7.3% | +23.7% | -31.0% | -7.5% |
| YTD | -7.6% | +27.3% | -34.9% | -7.9% |
| 1Y | -3.7% | +30.5% | -34.2% | -3.7% |
| All | -3.7% | +32.6% | -36.3% | -3.7% |
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