-1.4%
BAC vs XLK
+17.1%
-18.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.4% |
| 7D | +3.2% | +3.4% | -0.1% | +2.5% |
| 30D | -0.7% | -10.6% | +9.9% | +1.3% |
| 3M | -20.0% | -10.6% | -9.4% | -18.3% |
| 6M | +3.4% | -3.5% | +6.9% | +2.4% |
| YTD | -5.7% | +18.7% | -24.5% | -15.9% |
| 1Y | -1.4% | +19.4% | -20.9% | -12.2% |
| All | -1.4% | +17.1% | -18.6% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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