+20.7%
XLK vs M
+36.6%
-15.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.6% | -7.6% | -0.8% |
| 7D | -7.6% | +8.3% | -15.8% | -8.4% |
| 30D | -12.2% | +14.2% | -26.3% | -13.5% |
| 3M | -5.5% | -1.1% | -4.3% | -5.3% |
| 6M | +9.2% | +36.6% | -27.4% | +4.2% |
| YTD | +23.0% | +19.8% | +3.2% | +18.0% |
| 1Y | +20.7% | +37.2% | -16.5% | +12.9% |
| All | +20.7% | +36.6% | -15.8% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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