+254.8%
AMAT vs XLK
+144.0%
+110.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +3.3% |
| 7D | -1.5% | +0.9% | -2.4% | -2.7% |
| 30D | -14.8% | +0.7% | -15.5% | -15.6% |
| 3M | -9.3% | -2.9% | -6.3% | -2.9% |
| 6M | +27.4% | +34.3% | -6.9% | -11.5% |
| YTD | +77.6% | +30.4% | +47.2% | +29.0% |
| 1Y | +188.9% | +43.4% | +145.6% | +86.1% |
| 3Y | +202.3% | +116.8% | +85.5% | +15.8% |
| All | +254.8% | +144.0% | +110.8% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling