+11.8%
XLF vs C
+23.2%
-11.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +1.9% | -0.4% | +2.3% | +2.1% |
| 30D | +6.5% | -5.2% | +11.7% | +8.4% |
| 3M | +1.2% | -9.1% | +10.3% | +4.4% |
| 6M | +14.6% | -1.6% | +16.1% | +14.2% |
| YTD | +7.7% | +6.9% | +0.8% | +3.4% |
| 1Y | +11.8% | +23.0% | -11.2% | -0.6% |
| All | +11.8% | +23.2% | -11.5% | -0.6% |
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