+110.2%
T vs XLK
+119.6%
-9.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +2.2% |
| 7D | +1.5% | +0.2% | +1.3% | +1.5% |
| 30D | +7.5% | -0.6% | +8.1% | +7.4% |
| 3M | +14.8% | +2.6% | +12.3% | +15.7% |
| 6M | -1.7% | +34.0% | -35.7% | +2.9% |
| YTD | +8.7% | +30.7% | -22.0% | +13.6% |
| 1Y | -7.5% | +39.2% | -46.7% | -2.7% |
| 3Y | +110.2% | +120.4% | -10.2% | +117.6% |
| All | +110.2% | +119.6% | -9.4% | +117.6% |
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 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