+18.8%
XLK vs D
+15.2%
+3.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.6% |
| 7D | +7.0% | -3.1% | +10.1% | +6.0% |
| 30D | -11.5% | +8.4% | -19.8% | -9.2% |
| 3M | -7.9% | +0.2% | -8.1% | -7.3% |
| 6M | -0.6% | +9.5% | -10.0% | +1.8% |
| YTD | +21.1% | +18.8% | +2.3% | +27.4% |
| 1Y | +18.8% | +14.7% | +4.1% | +24.2% |
| All | +18.8% | +15.2% | +3.7% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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