+120.7%
XLK vs M
+106.8%
+13.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.7% |
| 7D | +2.3% | -4.1% | +6.4% | +3.0% |
| 30D | +0.8% | -13.6% | +14.4% | +3.3% |
| 3M | +4.1% | -2.3% | +6.3% | +4.0% |
| 6M | +34.8% | +21.9% | +12.8% | +29.4% |
| YTD | +30.8% | -0.6% | +31.4% | +29.6% |
| 1Y | +42.4% | +29.7% | +12.6% | +34.0% |
| All | +120.7% | +106.8% | +13.9% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling