+43.4%
XLK vs U
+6.4%
+37.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | +0.9% | -3.8% | +4.7% | +1.3% |
| 30D | +0.7% | +17.5% | -16.7% | -1.6% |
| 3M | -2.9% | +38.7% | -41.7% | -7.4% |
| 6M | +34.3% | +104.4% | -70.2% | +22.1% |
| YTD | +30.4% | -5.7% | +36.1% | +27.9% |
| 1Y | +43.4% | +3.7% | +39.7% | +38.3% |
| All | +43.4% | +6.4% | +37.0% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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