+43.4%
XLK vs EMR
+19.4%
+23.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | 0.0% |
| 7D | +0.9% | -1.5% | +2.4% | +1.4% |
| 30D | +0.7% | -5.6% | +6.4% | +3.0% |
| 3M | -2.9% | +7.9% | -10.9% | -6.0% |
| 6M | +34.3% | +6.0% | +28.2% | +29.3% |
| YTD | +30.4% | +16.4% | +14.0% | +20.5% |
| 1Y | +43.4% | +16.6% | +26.7% | +31.8% |
| All | +43.4% | +19.4% | +23.9% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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