+68.3%
T vs XLK
+141.8%
-73.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.6% |
| 7D | -2.4% | -0.4% | -2.0% | -2.4% |
| 30D | +4.3% | -0.5% | +4.8% | +4.3% |
| 3M | +11.6% | +5.0% | +6.6% | +11.3% |
| 6M | -5.6% | +32.9% | -38.4% | -6.9% |
| YTD | +6.6% | +29.0% | -22.4% | +5.2% |
| 1Y | -8.4% | +37.8% | -46.2% | -10.2% |
| 3Y | +107.8% | +118.7% | -10.8% | +86.1% |
| 5Y | +68.3% | +145.6% | -77.3% | +34.4% |
| All | +68.3% | +141.8% | -73.5% | +34.4% |
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