+9.1%
XLF vs C
+47.6%
-38.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | 0.0% | +3.6% | -3.6% | -1.3% |
| 30D | +0.2% | +0.1% | +0.1% | +0.1% |
| 3M | +11.7% | +2.4% | +9.3% | +10.3% |
| 6M | +13.8% | +24.9% | -11.1% | +3.3% |
| YTD | +7.0% | +19.8% | -12.8% | -1.5% |
| 1Y | +9.1% | +44.9% | -35.7% | -8.5% |
| All | +9.1% | +47.6% | -38.4% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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