+47.7%
XLE vs XLK
+17.1%
+30.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +0.7% |
| 7D | +5.4% | +3.4% | +2.1% | +5.9% |
| 30D | -3.9% | -10.6% | +6.6% | -5.8% |
| 3M | +7.0% | -10.6% | +17.7% | +5.0% |
| 6M | +14.2% | -3.5% | +17.7% | +14.8% |
| YTD | +48.2% | +18.7% | +29.5% | +54.5% |
| 1Y | +47.7% | +19.4% | +28.2% | +54.3% |
| All | +47.7% | +17.1% | +30.6% | +54.3% |
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