+43.4%
XLK vs PL
+176.6%
-133.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | +0.9% | -9.3% | +10.2% | +1.7% |
| 30D | +0.7% | -18.9% | +19.7% | +2.6% |
| 3M | -2.9% | -58.4% | +55.4% | +3.3% |
| 6M | +34.3% | -30.3% | +64.6% | +38.3% |
| YTD | +30.4% | -8.1% | +38.5% | +32.2% |
| 1Y | +43.4% | +180.5% | -137.1% | +42.4% |
| All | +43.4% | +176.6% | -133.3% | +42.4% |
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