+120.4%
XLK vs XLF
+74.2%
+46.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +0.8% |
| 7D | +0.2% | -1.5% | +1.7% | +1.3% |
| 30D | -0.6% | -1.2% | +0.5% | +0.1% |
| 3M | +2.6% | +9.2% | -6.6% | -4.3% |
| 6M | +34.0% | +16.3% | +17.6% | +18.8% |
| YTD | +30.7% | +5.4% | +25.2% | +25.0% |
| 1Y | +39.2% | +7.6% | +31.6% | +30.8% |
| 3Y | +120.4% | +74.2% | +46.2% | +46.0% |
| All | +120.4% | +74.2% | +46.2% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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