+98.4%
XLK vs STM
+15.7%
+82.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.5% |
| 7D | +7.0% | +16.3% | -9.3% | +1.9% |
| 30D | -11.5% | -6.3% | -5.2% | -9.9% |
| 3M | -7.9% | -14.1% | +6.2% | -4.1% |
| 6M | -0.6% | -19.6% | +19.0% | +3.8% |
| YTD | +21.1% | +80.1% | -59.0% | -3.5% |
| 1Y | +18.8% | +95.4% | -76.5% | -7.9% |
| All | +98.4% | +15.7% | +82.8% | +70.1% |
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