+120.7%
XLK vs ALLY
+63.1%
+57.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +2.3% | -1.9% | +4.3% | +2.9% |
| 30D | +0.8% | -4.5% | +5.3% | +2.2% |
| 3M | +4.1% | -2.8% | +6.9% | +4.8% |
| 6M | +34.8% | +10.3% | +24.4% | +30.1% |
| YTD | +30.8% | -5.7% | +36.5% | +32.2% |
| 1Y | +42.4% | +3.9% | +38.4% | +39.1% |
| All | +120.7% | +63.1% | +57.5% | +95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling