+222.9%
EWY vs XLK
+119.6%
+103.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +1.9% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | +7.3% | -0.6% | +7.9% | +8.2% |
| 3M | -5.1% | +2.6% | -7.7% | -5.7% |
| 6M | +42.1% | +34.0% | +8.1% | +18.2% |
| YTD | +94.1% | +30.7% | +63.4% | +64.2% |
| 1Y | +147.8% | +39.2% | +108.6% | +102.1% |
| 3Y | +222.9% | +120.4% | +102.5% | +82.7% |
| All | +222.9% | +119.6% | +103.3% | +82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling