+43.4%
XLK vs EXC
+3.5%
+39.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.3% |
| 7D | +0.9% | +0.3% | +0.6% | +1.0% |
| 30D | +0.7% | -3.7% | +4.5% | -0.7% |
| 3M | -2.9% | -1.3% | -1.6% | -3.4% |
| 6M | +34.3% | -9.7% | +44.0% | +31.1% |
| YTD | +30.4% | +2.9% | +27.5% | +31.3% |
| 1Y | +43.4% | +4.4% | +39.0% | +45.2% |
| All | +43.4% | +3.5% | +39.8% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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