+46.0%
XOM vs XLK
+44.7%
+1.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.5% |
| 7D | +1.8% | +0.9% | +0.9% | +2.0% |
| 30D | +5.9% | +0.7% | +5.1% | +6.1% |
| 3M | +5.6% | -2.9% | +8.5% | +5.3% |
| 6M | +7.9% | +34.3% | -26.4% | +17.7% |
| YTD | +35.2% | +30.4% | +4.8% | +46.3% |
| 1Y | +46.0% | +43.4% | +2.6% | +67.2% |
| All | +46.0% | +44.7% | +1.3% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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