+325.8%
BAC vs XLK
+1,455.1%
-1,129.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.6% |
| 7D | +1.1% | +0.9% | +0.2% | +0.4% |
| 30D | -0.4% | +0.7% | -1.1% | -1.2% |
| 3M | +16.9% | -2.9% | +19.8% | +17.2% |
| 6M | +26.6% | +34.3% | -7.6% | -2.0% |
| YTD | +15.8% | +30.4% | -14.6% | -8.6% |
| 1Y | +27.2% | +43.4% | -16.2% | -7.3% |
| 3Y | +132.4% | +116.8% | +15.6% | +17.4% |
| 5Y | +72.6% | +144.0% | -71.5% | -23.7% |
| 10Y | +389.7% | +778.8% | -389.0% | -27.1% |
| All | +325.8% | +1,455.1% | -1,129.3% | -69.2% |
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