+52.6%
XOM vs XLK
+19.7%
+32.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -7.0% | -7.6% | +0.6% | -9.2% |
| 30D | +3.2% | -12.2% | +15.4% | -0.8% |
| 3M | +10.7% | -5.5% | +16.1% | +9.0% |
| 6M | +11.6% | +9.2% | +2.4% | +16.4% |
| YTD | +43.5% | +23.0% | +20.4% | +55.6% |
| 1Y | +52.6% | +20.7% | +31.9% | +65.8% |
| All | +52.6% | +19.7% | +32.9% | +65.8% |
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