+20.7%
XLK vs BX
-8.3%
+29.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | -1.1% |
| 7D | -7.6% | +8.3% | -15.9% | -8.9% |
| 30D | -12.2% | +13.5% | -25.7% | -14.3% |
| 3M | -5.5% | -7.6% | +2.1% | -3.8% |
| 6M | +9.2% | +4.0% | +5.1% | +8.3% |
| YTD | +23.0% | -15.2% | +38.2% | +27.1% |
| 1Y | +20.7% | -8.5% | +29.2% | +21.6% |
| All | +20.7% | -8.3% | +29.0% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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