+43.4%
XLK vs ALLY
+9.5%
+33.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +0.9% | +3.7% | -2.8% | -0.1% |
| 30D | +0.7% | -2.3% | +3.0% | +1.3% |
| 3M | -2.9% | +3.8% | -6.8% | -4.1% |
| 6M | +34.3% | +9.7% | +24.5% | +30.0% |
| YTD | +30.4% | -1.4% | +31.8% | +29.4% |
| 1Y | +43.4% | +8.2% | +35.1% | +38.3% |
| All | +43.4% | +9.5% | +33.9% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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