+94.5%
XLK vs ALB
-14.4%
+108.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.8% |
| 7D | +3.4% | -5.8% | +9.1% | +4.4% |
| 30D | -10.6% | -4.5% | -6.0% | -10.0% |
| 3M | -10.6% | -28.1% | +17.4% | -6.0% |
| 6M | -3.5% | -53.2% | +49.7% | +8.5% |
| YTD | +18.7% | -33.3% | +52.0% | +24.5% |
| 1Y | +19.4% | -17.4% | +36.9% | +20.7% |
| 3Y | +94.5% | -14.1% | +108.6% | +79.0% |
| All | +94.5% | -14.4% | +108.9% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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