-3.2%
XLC vs SO
+6.3%
-9.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +3.5% | +0.8% | +2.7% | +3.5% |
| 30D | -2.6% | +7.8% | -10.4% | -2.5% |
| 3M | -2.1% | +2.9% | -5.0% | -2.1% |
| 6M | -5.5% | +2.5% | -8.0% | -5.5% |
| YTD | -6.9% | +10.3% | -17.2% | -6.9% |
| All | -3.2% | +6.3% | -9.5% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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