+246.6%
BAC vs XLK
+1,315.6%
-1,069.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +2.5% |
| 7D | +3.2% | +3.4% | -0.1% | +0.6% |
| 30D | -0.7% | -10.6% | +9.9% | +7.2% |
| 3M | -20.0% | -10.6% | -9.4% | -13.8% |
| 6M | +3.4% | -3.5% | +6.9% | +2.9% |
| YTD | -5.7% | +18.7% | -24.5% | -20.8% |
| 1Y | -1.4% | +19.4% | -20.9% | -17.7% |
| 3Y | +97.9% | +94.5% | +3.5% | +8.0% |
| 5Y | +22.9% | +111.2% | -88.3% | -39.6% |
| 10Y | +235.3% | +707.2% | -471.9% | -47.2% |
| All | +246.6% | +1,315.6% | -1,069.0% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling