-5.8%
XLC vs BP
+35.3%
-41.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.2% | +7.6% | +2.9% |
| 7D | +1.8% | -8.4% | +10.2% | +0.8% |
| 30D | -6.0% | +2.2% | -8.2% | -5.7% |
| 3M | -6.0% | +8.8% | -14.8% | -5.1% |
| 6M | -9.1% | -0.5% | -8.5% | -8.7% |
| YTD | -10.0% | +36.2% | -46.2% | -8.9% |
| 1Y | -5.8% | +36.6% | -42.4% | -5.7% |
| All | -5.8% | +35.3% | -41.1% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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