+1,278.0%
AAPL vs XLK
+807.8%
+470.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +0.6% |
| 7D | +3.8% | +0.2% | +3.6% | +3.6% |
| 30D | +9.9% | -0.6% | +10.6% | +10.1% |
| 3M | +12.5% | +2.6% | +9.9% | +7.5% |
| 6M | +27.6% | +34.0% | -6.3% | -6.9% |
| YTD | +22.6% | +30.7% | -8.1% | -8.9% |
| 1Y | +45.0% | +39.2% | +5.8% | +0.6% |
| 3Y | +87.8% | +120.4% | -32.7% | -21.0% |
| 5Y | +128.7% | +148.8% | -20.1% | -16.0% |
| All | +1,278.0% | +807.8% | +470.2% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling