+37.8%
XLK vs STM
+96.2%
-58.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | -0.4% | -1.1% | +0.6% | -0.1% |
| 30D | -0.5% | -7.8% | +7.3% | +1.7% |
| 3M | +5.0% | -28.2% | +33.2% | +13.7% |
| 6M | +32.9% | +52.0% | -19.1% | +18.1% |
| YTD | +29.0% | +96.4% | -67.4% | +8.2% |
| 1Y | +37.8% | +98.8% | -61.0% | +12.7% |
| All | +37.8% | +96.2% | -58.3% | +12.7% |
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