+14.9%
XLK vs RF
+19.4%
-4.5%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -4.3% | +0.3% | -4.7% | -4.3% |
| 30D | -15.0% | +6.2% | -21.2% | -15.7% |
| 3M | -9.2% | -7.8% | -1.4% | -8.0% |
| 6M | -3.5% | +5.9% | -9.5% | -5.0% |
| YTD | +17.7% | +9.0% | +8.7% | +13.6% |
| 1Y | +14.9% | +19.3% | -4.4% | +7.5% |
| All | +14.9% | +19.4% | -4.5% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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