+120.4%
XLK vs SM
-0.9%
+121.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.2% | +4.6% | -4.3% | -0.3% |
| 30D | -0.6% | +18.2% | -18.8% | -2.6% |
| 3M | +2.6% | +22.5% | -20.0% | -0.2% |
| 6M | +34.0% | +50.6% | -16.6% | +24.6% |
| YTD | +30.7% | +108.1% | -77.4% | +13.8% |
| 1Y | +39.2% | +46.0% | -6.8% | +29.7% |
| 3Y | +120.4% | +2.9% | +117.6% | +107.7% |
| All | +120.4% | -0.9% | +121.3% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling