+22.6%
BAC vs XLK
+110.4%
-87.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.9% |
| 7D | +3.2% | +3.4% | -0.1% | +1.7% |
| 30D | -0.7% | -10.6% | +9.9% | +4.0% |
| 3M | -20.0% | -10.6% | -9.4% | -16.3% |
| 6M | +3.4% | -3.5% | +6.9% | +3.2% |
| YTD | -5.7% | +18.7% | -24.5% | -15.7% |
| 1Y | -1.4% | +19.4% | -20.9% | -12.2% |
| 3Y | +97.9% | +94.5% | +3.5% | +32.9% |
| All | +22.6% | +110.4% | -87.8% | -26.0% |
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