+99.1%
XLK vs B
+174.1%
-75.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.5% |
| 7D | -1.2% | -2.7% | +1.5% | -0.7% |
| 30D | -11.2% | -4.3% | -6.9% | -10.5% |
| 3M | -6.2% | -2.3% | -3.9% | -6.1% |
| 6M | -1.7% | -16.2% | +14.5% | +0.7% |
| YTD | +21.5% | -8.8% | +30.4% | +21.9% |
| 1Y | +19.6% | +11.4% | +8.3% | +15.8% |
| All | +99.1% | +174.1% | -75.0% | +68.1% |
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