+37.8%
XLK vs B
+51.2%
-13.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.8% |
| 7D | -0.4% | -5.0% | +4.6% | +0.8% |
| 30D | -0.5% | +8.7% | -9.2% | -2.7% |
| 3M | +5.0% | +17.3% | -12.3% | +0.4% |
| 6M | +32.9% | -5.0% | +37.9% | +31.9% |
| YTD | +29.0% | +1.4% | +27.5% | +26.1% |
| 1Y | +37.8% | +50.5% | -12.7% | +25.7% |
| All | +37.8% | +51.2% | -13.4% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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