-9.1%
T vs XLK
+44.7%
-53.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.7% | -1.7% |
| 7D | -1.3% | +0.9% | -2.1% | -1.0% |
| 30D | +11.4% | +0.7% | +10.6% | +11.7% |
| 3M | +14.3% | -2.9% | +17.2% | +14.2% |
| 6M | -9.3% | +34.3% | -43.5% | +1.1% |
| YTD | +7.1% | +30.4% | -23.3% | +18.1% |
| 1Y | -9.1% | +43.4% | -52.5% | +4.6% |
| All | -9.1% | +44.7% | -53.8% | +4.6% |
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