+39.2%
XLK vs SM
+48.5%
-9.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.2% | +4.6% | -4.3% | +0.5% |
| 30D | -0.6% | +18.2% | -18.8% | +0.5% |
| 3M | +2.6% | +22.5% | -20.0% | +4.6% |
| 6M | +34.0% | +50.6% | -16.6% | +36.3% |
| YTD | +30.7% | +108.1% | -77.4% | +32.1% |
| 1Y | +39.2% | +46.0% | -6.8% | +41.6% |
| All | +39.2% | +48.5% | -9.3% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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