+34.0%
XLK vs SU
+21.8%
+12.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.3% |
| 7D | +0.2% | +2.2% | -2.0% | +0.5% |
| 30D | -0.6% | +8.4% | -9.1% | +0.6% |
| 3M | +2.6% | +12.1% | -9.5% | +4.9% |
| 6M | +34.0% | +19.7% | +14.3% | +44.1% |
| All | +34.0% | +21.8% | +12.2% | +44.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling