+64.6%
XLC vs P
+193.5%
-128.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.7% | +0.4% |
| 7D | +3.5% | -4.7% | +8.2% | +3.7% |
| 30D | -2.6% | -31.4% | +28.9% | +0.2% |
| 3M | -2.1% | -2.6% | +0.6% | -2.6% |
| 6M | -5.5% | +21.9% | -27.4% | -8.4% |
| YTD | -6.9% | +58.9% | -65.8% | -12.9% |
| 1Y | -3.7% | +21.7% | -25.5% | -7.9% |
| All | +64.6% | +193.5% | -128.9% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 3y: compounded portfolio wealth divided by compounded P 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…
3y analysis · Full analysis span regression · 6 months rolling