+45.9%
CSCO vs XLK
+19.7%
+26.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -6.1% | -7.6% | +1.5% | -1.4% |
| 30D | -8.2% | -12.2% | +4.0% | -0.6% |
| 3M | -14.6% | -5.5% | -9.1% | -11.6% |
| 6M | +12.7% | +9.2% | +3.5% | +7.0% |
| YTD | +37.0% | +23.0% | +14.0% | +21.2% |
| 1Y | +45.9% | +20.7% | +25.2% | +30.0% |
| All | +45.9% | +19.7% | +26.2% | +30.0% |
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 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