+148.7%
XLK vs IT
-42.9%
+191.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.3% | -3.9% | 0.0% |
| 7D | +0.2% | -3.7% | +3.9% | +1.1% |
| 30D | -0.6% | +0.1% | -0.7% | -1.1% |
| 3M | +2.6% | +20.7% | -18.1% | -4.9% |
| 6M | +34.0% | +12.0% | +22.0% | +25.8% |
| YTD | +30.7% | -28.8% | +59.5% | +44.2% |
| 1Y | +39.2% | -25.5% | +64.7% | +49.3% |
| 3Y | +120.4% | -48.8% | +169.2% | +169.5% |
| All | +148.7% | -42.9% | +191.7% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling