+919.0%
SPY vs XLK
+1,460.0%
-541.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.4% | +2.3% | -2.7% | -1.8% |
| 30D | -1.4% | +0.8% | -2.2% | -2.0% |
| 3M | +3.7% | +4.1% | -0.3% | +0.3% |
| 6M | +13.0% | +34.8% | -21.7% | -8.0% |
| YTD | +12.4% | +30.8% | -18.4% | -7.0% |
| 1Y | +18.5% | +42.4% | -23.8% | -7.4% |
| 3Y | +77.6% | +121.8% | -44.2% | +2.3% |
| 5Y | +81.7% | +146.6% | -64.9% | -3.7% |
| 10Y | +319.7% | +804.3% | -484.6% | -5.0% |
| All | +919.0% | +1,460.0% | -541.0% | +32.2% |
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