+120.7%
XLK vs B
+195.1%
-74.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | +2.3% | +2.3% | 0.0% | +1.8% |
| 30D | -0.1% | +1.4% | -1.4% | -0.5% |
| 3M | +2.1% | +12.2% | -10.1% | -0.6% |
| 6M | +37.2% | -2.1% | +39.3% | +36.1% |
| YTD | +30.8% | +2.9% | +27.9% | +28.4% |
| 1Y | +42.6% | +55.3% | -12.7% | +30.8% |
| All | +120.7% | +195.1% | -74.5% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling