+1,611.9%
BE vs XLK
+116.8%
+1,495.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -1.8% |
| 7D | +9.7% | -0.4% | +10.1% | +10.6% |
| 30D | +22.4% | -0.5% | +22.9% | +23.8% |
| 3M | +10.4% | +5.0% | +5.4% | +7.4% |
| 6M | +67.9% | +32.9% | +35.0% | +19.4% |
| YTD | +197.5% | +29.0% | +168.5% | +123.3% |
| 1Y | +310.6% | +37.8% | +272.7% | +198.0% |
| All | +1,611.9% | +116.8% | +1,495.1% | +672.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling