+120.7%
XLK vs SO
+44.4%
+76.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.2% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +0.8% | -2.5% | +3.3% | +0.2% |
| 3M | +4.1% | -4.2% | +8.2% | +2.9% |
| 6M | +34.8% | -7.7% | +42.4% | +32.6% |
| YTD | +30.8% | +3.8% | +27.0% | +31.9% |
| 1Y | +42.4% | +0.1% | +42.3% | +42.6% |
| All | +120.7% | +44.4% | +76.2% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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