+20.7%
XLK vs C
+27.1%
-6.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.7% |
| 7D | -7.6% | +1.1% | -8.7% | -8.0% |
| 30D | -12.2% | -2.4% | -9.7% | -11.4% |
| 3M | -5.5% | -8.4% | +2.9% | -2.2% |
| 6M | +9.2% | +0.3% | +8.8% | +8.2% |
| YTD | +23.0% | +9.1% | +13.9% | +16.1% |
| 1Y | +20.7% | +26.0% | -5.3% | +2.7% |
| All | +20.7% | +27.1% | -6.4% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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