+19.4%
XLK vs STM
+94.3%
-74.9%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | +3.4% | +12.0% | -8.6% | -0.3% |
| 30D | -10.6% | -0.4% | -10.2% | -10.8% |
| 3M | -10.6% | -13.2% | +2.5% | -7.5% |
| 6M | -3.5% | -26.1% | +22.6% | +3.7% |
| YTD | +18.7% | +81.2% | -62.5% | -2.1% |
| 1Y | +19.4% | +98.3% | -78.9% | -4.2% |
| All | +19.4% | +94.3% | -74.9% | -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