+43.4%
XLK vs XBI
+75.8%
-32.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | +0.9% | +0.9% | 0.0% | +0.5% |
| 30D | +0.7% | +7.1% | -6.3% | -2.1% |
| 3M | -2.9% | +22.9% | -25.8% | -11.0% |
| 6M | +34.3% | +29.7% | +4.5% | +19.8% |
| YTD | +30.4% | +34.5% | -4.1% | +14.8% |
| 1Y | +43.4% | +76.1% | -32.7% | +18.2% |
| All | +43.4% | +75.8% | -32.5% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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