+120.7%
XLK vs U
+11.2%
+109.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.3% | +4.4% | -2.0% | +1.7% |
| 30D | +0.8% | -1.3% | +2.1% | +1.0% |
| 3M | +4.1% | +49.6% | -45.5% | -2.6% |
| 6M | +34.8% | +100.2% | -65.4% | +20.2% |
| YTD | +30.8% | -3.7% | +34.5% | +28.1% |
| 1Y | +42.4% | -6.5% | +48.9% | +39.0% |
| All | +120.7% | +11.2% | +109.4% | +89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling