+289.4%
T vs XLK
+1,460.0%
-1,170.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.5% | +2.3% | -3.8% | -2.4% |
| 30D | +7.6% | -0.1% | +7.7% | +7.5% |
| 3M | +15.3% | +2.1% | +13.2% | +13.1% |
| 6M | -8.5% | +37.2% | -45.6% | -20.9% |
| YTD | +6.8% | +30.8% | -24.0% | -6.4% |
| 1Y | -7.2% | +42.6% | -49.9% | -21.9% |
| 3Y | +108.2% | +121.8% | -13.6% | +38.9% |
| 5Y | +66.1% | +145.7% | -79.6% | +2.3% |
| 10Y | +65.3% | +782.1% | -716.8% | -46.9% |
| All | +289.4% | +1,460.0% | -1,170.6% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling