+120.4%
XLK vs BR
-5.3%
+125.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.2% | -3.0% | +3.2% | +0.8% |
| 30D | -0.6% | -0.3% | -0.3% | -0.7% |
| 3M | +2.6% | +17.3% | -14.7% | -1.3% |
| 6M | +34.0% | -6.7% | +40.7% | +37.9% |
| YTD | +30.7% | -23.4% | +54.1% | +44.9% |
| 1Y | +39.2% | -32.7% | +71.9% | +63.5% |
| 3Y | +120.4% | -5.9% | +126.3% | +121.1% |
| All | +120.4% | -5.3% | +125.7% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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