+3.6%
GOOG vs XLK
+19.7%
-16.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.2% |
| 7D | -10.7% | -7.6% | -3.2% | -8.1% |
| 30D | -16.4% | -12.2% | -4.3% | -12.4% |
| 3M | -23.4% | -5.5% | -18.0% | -21.8% |
| 6M | -24.2% | +9.2% | -33.4% | -29.7% |
| YTD | -8.3% | +23.0% | -31.3% | -21.5% |
| 1Y | +3.6% | +20.7% | -17.1% | -10.2% |
| All | +3.6% | +19.7% | -16.1% | -10.2% |
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