-6.4%
T vs XLK
+19.7%
-26.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +5.5% | -7.6% | +13.1% | +2.5% |
| 30D | -8.9% | -12.2% | +3.2% | -12.8% |
| 3M | -5.6% | -5.5% | -0.1% | -7.2% |
| 6M | -14.3% | +9.2% | -23.5% | -10.2% |
| YTD | -7.9% | +23.0% | -31.0% | +0.4% |
| 1Y | -6.4% | +20.7% | -27.1% | +1.6% |
| All | -6.4% | +19.7% | -26.1% | +1.6% |
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