+73.0%
XLK vs AS
+123.4%
-50.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | +3.4% | -4.9% | +8.2% | +4.5% |
| 30D | -10.6% | +3.9% | -14.5% | -11.4% |
| 3M | -10.6% | -9.6% | -1.0% | -9.0% |
| 6M | -3.5% | -8.7% | +5.2% | -2.3% |
| YTD | +18.7% | -19.8% | +38.5% | +23.0% |
| 1Y | +19.4% | -1.5% | +21.0% | +18.2% |
| All | +73.0% | +123.4% | -50.4% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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