+379.9%
CSCO vs XLK
+807.8%
-427.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.0% | +3.5% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | -9.5% | -0.6% | -8.9% | -9.2% |
| 3M | -7.6% | +2.6% | -10.2% | -9.7% |
| 6M | +44.9% | +34.0% | +10.9% | +17.9% |
| YTD | +47.7% | +30.7% | +17.0% | +22.2% |
| 1Y | +69.1% | +39.2% | +29.9% | +33.6% |
| 3Y | +113.5% | +120.4% | -6.9% | +18.2% |
| 5Y | +122.8% | +148.8% | -26.0% | +9.2% |
| All | +379.9% | +807.8% | -427.9% | -19.3% |
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