+18.8%
XLK vs PL
+10.1%
+8.8%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | +0.1% |
| 7D | +7.0% | +22.3% | -15.2% | +4.1% |
| 30D | -11.5% | -8.3% | -3.2% | -10.8% |
| 3M | -7.9% | -43.3% | +35.4% | -2.5% |
| 6M | -0.6% | -65.8% | +65.2% | +9.1% |
| YTD | +21.1% | -29.5% | +50.6% | +26.4% |
| 1Y | +18.8% | +11.7% | +7.1% | +22.1% |
| All | +18.8% | +10.1% | +8.8% | +22.1% |
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