+20.7%
XLK vs EW
+19.7%
+1.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.6% |
| 7D | -7.6% | +8.3% | -15.9% | -8.6% |
| 30D | -12.2% | +13.9% | -26.1% | -13.8% |
| 3M | -5.5% | +10.9% | -16.4% | -6.9% |
| 6M | +9.2% | +19.2% | -10.1% | +5.4% |
| YTD | +23.0% | +16.6% | +6.5% | +19.6% |
| 1Y | +20.7% | +18.1% | +2.6% | +16.7% |
| All | +20.7% | +19.7% | +1.1% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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