+152.5%
JPM vs XLK
+146.9%
+5.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.2% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -2.5% | -0.6% | -1.8% | -2.3% |
| 3M | +14.1% | +2.6% | +11.6% | +12.1% |
| 6M | +25.1% | +34.0% | -8.9% | +7.6% |
| YTD | +12.1% | +30.7% | -18.5% | -2.5% |
| 1Y | +18.8% | +39.2% | -20.4% | -0.1% |
| 3Y | +163.4% | +120.4% | +43.0% | +73.8% |
| All | +152.5% | +146.9% | +5.6% | +48.2% |
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 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