+120.7%
XLK vs P
+144.8%
-24.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.0% |
| 7D | +2.3% | +5.0% | -2.7% | +1.0% |
| 30D | +0.8% | -0.9% | +1.8% | +0.3% |
| 3M | +4.1% | +38.7% | -34.6% | -5.6% |
| 6M | +34.8% | +54.4% | -19.6% | +17.7% |
| YTD | +30.8% | +44.8% | -14.0% | +15.3% |
| 1Y | +42.4% | +22.5% | +19.8% | +27.8% |
| All | +120.7% | +144.8% | -24.1% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling