+26.2%
XLK vs Q
+75.3%
-49.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.5% |
| 7D | +2.3% | +6.7% | -4.4% | +0.1% |
| 30D | -0.1% | -10.6% | +10.6% | +3.5% |
| 3M | +2.1% | -14.6% | +16.7% | +7.1% |
| 6M | +37.2% | +12.1% | +25.1% | +32.2% |
| YTD | +30.8% | +51.3% | -20.4% | +16.3% |
| All | +26.2% | +75.3% | -49.2% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling