+50.3%
XLE vs XLK
+37.6%
+12.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.8% |
| 7D | +0.5% | -0.4% | +0.9% | +0.4% |
| 30D | +6.6% | -0.5% | +7.0% | +6.5% |
| 3M | +12.3% | +5.0% | +7.3% | +13.1% |
| 6M | +18.4% | +32.9% | -14.5% | +23.7% |
| YTD | +47.2% | +29.0% | +18.3% | +53.1% |
| 1Y | +50.3% | +37.8% | +12.4% | +64.1% |
| All | +50.3% | +37.6% | +12.7% | +64.1% |
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