+43.4%
XLK vs P
+32.0%
+11.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | +0.9% | +6.5% | -5.7% | -0.6% |
| 30D | +0.7% | +18.8% | -18.1% | -4.3% |
| 3M | -2.9% | +26.7% | -29.7% | -9.7% |
| 6M | +34.3% | +62.2% | -27.9% | +17.4% |
| YTD | +30.4% | +48.5% | -18.1% | +15.6% |
| 1Y | +43.4% | +26.4% | +17.0% | +26.3% |
| All | +43.4% | +32.0% | +11.4% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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