+20.7%
XLK vs STM
+92.4%
-71.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.1% | +6.1% | +1.8% |
| 7D | -7.6% | -6.0% | -1.6% | -5.9% |
| 30D | -12.2% | -20.9% | +8.8% | -6.1% |
| 3M | -5.5% | -15.8% | +10.3% | -1.1% |
| 6M | +9.2% | -17.0% | +26.2% | +13.6% |
| YTD | +23.0% | +76.8% | -53.8% | +1.2% |
| 1Y | +20.7% | +96.5% | -75.8% | -4.2% |
| All | +20.7% | +92.4% | -71.7% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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