+10.4%
XLK vs XE
-66.6%
+77.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.5% | +8.5% | +1.2% |
| 7D | -7.6% | -12.9% | +5.3% | -5.8% |
| 30D | -12.2% | -30.3% | +18.1% | -8.0% |
| 3M | -5.5% | -45.9% | +40.4% | +1.4% |
| 6M | +9.2% | -66.2% | +75.4% | +20.7% |
| All | +10.4% | -66.6% | +77.0% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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