+20.7%
XLK vs PL
-0.6%
+21.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +0.8% |
| 7D | -7.6% | -11.7% | +4.1% | -6.2% |
| 30D | -12.2% | -27.1% | +15.0% | -9.0% |
| 3M | -5.5% | -44.6% | +39.1% | +0.7% |
| 6M | +9.2% | -67.2% | +76.4% | +21.2% |
| YTD | +23.0% | -35.9% | +58.9% | +29.6% |
| 1Y | +20.7% | -0.4% | +21.1% | +23.6% |
| All | +20.7% | -0.6% | +21.3% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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