+26.0%
XLK vs Q
+79.8%
-53.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.5% |
| 7D | +0.2% | +4.9% | -4.7% | -1.4% |
| 30D | -0.6% | -11.0% | +10.3% | +3.1% |
| 3M | +2.6% | -15.2% | +17.7% | +7.6% |
| 6M | +34.0% | +8.8% | +25.1% | +29.8% |
| YTD | +30.7% | +55.1% | -24.4% | +15.2% |
| All | +26.0% | +79.8% | -53.7% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling