+43.4%
XLK vs BNY
+59.6%
-16.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +0.9% | +1.4% | -0.6% | +0.3% |
| 30D | +0.7% | +3.8% | -3.1% | -0.9% |
| 3M | -2.9% | +14.9% | -17.8% | -8.6% |
| 6M | +34.3% | +40.3% | -6.1% | +14.7% |
| YTD | +30.4% | +43.8% | -13.4% | +9.8% |
| 1Y | +43.4% | +58.9% | -15.5% | +16.0% |
| All | +43.4% | +59.6% | -16.2% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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