+117.5%
XLK vs BAX
-34.3%
+151.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -0.4% | -5.4% | +5.0% | +0.2% |
| 30D | -0.5% | -12.4% | +11.9% | +1.1% |
| 3M | +5.0% | +19.1% | -14.1% | +2.4% |
| 6M | +32.9% | +38.6% | -5.8% | +26.5% |
| YTD | +29.0% | +26.7% | +2.3% | +23.7% |
| 1Y | +37.8% | +1.0% | +36.8% | +36.4% |
| All | +117.5% | -34.3% | +151.9% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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