-5.5%
XLC vs IT
+24.8%
-30.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.6% |
| 7D | +3.5% | -6.8% | +10.3% | +4.0% |
| 30D | -2.6% | -0.6% | -2.0% | -3.1% |
| 3M | -2.1% | +3.1% | -5.1% | -3.1% |
| 6M | -5.5% | +25.5% | -31.0% | -8.8% |
| All | -5.5% | +24.8% | -30.3% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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