+20.7%
XLK vs COMP
+23.8%
-3.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -0.9% |
| 7D | -7.6% | +9.5% | -17.1% | -8.6% |
| 30D | -12.2% | +8.1% | -20.2% | -13.2% |
| 3M | -5.5% | -16.3% | +10.9% | -3.6% |
| 6M | +9.2% | +42.2% | -33.0% | +2.1% |
| YTD | +23.0% | -5.0% | +28.1% | +19.8% |
| 1Y | +20.7% | +20.1% | +0.6% | +12.6% |
| All | +20.7% | +23.8% | -3.1% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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