+20.7%
XLK vs EXPE
+48.9%
-28.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.5% | -10.5% | -0.1% |
| 7D | -7.6% | +14.6% | -22.2% | -7.8% |
| 30D | -12.2% | +21.4% | -33.6% | -12.6% |
| 3M | -5.5% | +1.4% | -6.8% | -5.4% |
| 6M | +9.2% | +28.6% | -19.4% | +6.7% |
| YTD | +23.0% | +12.1% | +10.9% | +21.3% |
| 1Y | +20.7% | +50.0% | -29.3% | +16.1% |
| All | +20.7% | +48.9% | -28.2% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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