+39.2%
XLK vs M
+34.0%
+5.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.7% | -6.4% | +0.2% |
| 7D | +0.2% | -4.2% | +4.4% | +0.7% |
| 30D | -0.6% | -7.2% | +6.6% | +0.3% |
| 3M | +2.6% | -11.1% | +13.7% | +4.0% |
| 6M | +34.0% | +28.8% | +5.2% | +28.0% |
| YTD | +30.7% | +2.0% | +28.6% | +28.1% |
| 1Y | +39.2% | +31.3% | +7.9% | +29.2% |
| All | +39.2% | +34.0% | +5.2% | +29.2% |
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