+13.0%
XOM vs XLK
+32.8%
-19.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.1% |
| 7D | +1.9% | -0.4% | +2.3% | +1.7% |
| 30D | +4.1% | -0.5% | +4.5% | +4.0% |
| 3M | +10.4% | +5.0% | +5.4% | +12.7% |
| 6M | +13.0% | +32.9% | -19.8% | +37.8% |
| All | +13.0% | +32.8% | -19.7% | +37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling