+120.7%
XLK vs STM
+18.5%
+102.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +2.3% | +1.7% | +0.7% | +1.8% |
| 30D | +0.8% | -5.2% | +6.0% | +2.4% |
| 3M | +4.1% | -29.6% | +33.7% | +14.5% |
| 6M | +34.8% | +54.4% | -19.6% | +14.3% |
| YTD | +30.8% | +99.5% | -68.7% | +1.5% |
| 1Y | +42.4% | +100.8% | -58.4% | +9.1% |
| All | +120.7% | +18.5% | +102.1% | +89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling