+43.4%
XLK vs A
+21.7%
+21.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +0.9% | -1.9% | +2.8% | +1.2% |
| 30D | +0.7% | +6.9% | -6.2% | -0.4% |
| 3M | -2.9% | +9.2% | -12.2% | -4.5% |
| 6M | +34.3% | +25.7% | +8.6% | +28.1% |
| YTD | +30.4% | +11.5% | +18.9% | +27.9% |
| 1Y | +43.4% | +18.4% | +25.0% | +40.1% |
| All | +43.4% | +21.7% | +21.7% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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