-10.2%
XLC vs SO
-1.7%
-8.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.3% |
| 7D | +4.9% | -1.5% | +6.4% | +4.8% |
| 30D | -5.8% | +8.1% | -13.9% | -5.6% |
| 3M | -5.4% | +0.2% | -5.7% | -5.6% |
| 6M | -10.2% | +0.4% | -10.6% | -10.5% |
| All | -10.2% | -1.7% | -8.5% | -10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling