+20.7%
XLK vs IT
-17.9%
+38.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | -7.6% | -5.5% | -2.1% | -7.8% |
| 30D | -12.2% | +10.3% | -22.5% | -12.1% |
| 3M | -5.5% | +11.5% | -17.0% | -5.3% |
| 6M | +9.2% | +40.3% | -31.1% | +10.2% |
| YTD | +23.0% | -17.9% | +40.9% | +27.6% |
| 1Y | +20.7% | -8.8% | +29.5% | +24.7% |
| All | +20.7% | -17.9% | +38.6% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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