+20.7%
XLK vs SU
+88.1%
-67.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | -0.4% |
| 7D | -7.6% | -7.1% | -0.5% | -8.1% |
| 30D | -12.2% | +4.8% | -16.9% | -11.6% |
| 3M | -5.5% | +12.5% | -17.9% | -4.1% |
| 6M | +9.2% | +6.5% | +2.7% | +10.5% |
| YTD | +23.0% | +65.8% | -42.8% | +22.4% |
| 1Y | +20.7% | +86.2% | -65.4% | +19.9% |
| All | +20.7% | +88.1% | -67.4% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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