+12.5%
XLF vs XLC
-2.4%
+14.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.4% |
| 7D | +2.7% | +3.7% | -1.1% | +1.1% |
| 30D | +7.6% | -1.9% | +9.6% | +8.3% |
| 3M | +1.1% | -3.1% | +4.2% | +2.2% |
| 6M | +15.9% | -6.4% | +22.3% | +19.7% |
| YTD | +8.4% | -6.8% | +15.3% | +11.8% |
| 1Y | +12.5% | -1.7% | +14.2% | +12.5% |
| All | +12.5% | -2.4% | +14.9% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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