+396.9%
APP vs XLK
+174.6%
+222.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +1.1% |
| 7D | +1.1% | +0.2% | +0.9% | +0.7% |
| 30D | +6.6% | -0.6% | +7.3% | +7.2% |
| 3M | -32.3% | +2.6% | -34.9% | -36.0% |
| 6M | -29.8% | +34.0% | -63.8% | -57.2% |
| YTD | -51.9% | +30.7% | -82.6% | -68.8% |
| 1Y | -43.3% | +39.2% | -82.5% | -66.6% |
| 3Y | +664.1% | +120.4% | +543.6% | +137.2% |
| 5Y | +318.7% | +148.8% | +169.9% | +16.0% |
| All | +396.9% | +174.6% | +222.3% | +15.3% |
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