+37.8%
XLK vs BA
-10.8%
+48.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -0.4% | -2.7% | +2.3% | +0.3% |
| 30D | -0.5% | -12.2% | +11.7% | +2.8% |
| 3M | +5.0% | -2.0% | +7.0% | +5.4% |
| 6M | +32.9% | -6.0% | +38.8% | +33.0% |
| YTD | +29.0% | -5.7% | +34.6% | +28.5% |
| 1Y | +37.8% | -10.0% | +47.8% | +37.5% |
| All | +37.8% | -10.8% | +48.6% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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