+788.5%
XLK vs A
+256.4%
+532.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.3% | 0.0% |
| 7D | +0.2% | -2.6% | +2.8% | +1.5% |
| 30D | -0.6% | -0.9% | +0.3% | -0.4% |
| 3M | +2.6% | +13.6% | -11.1% | -4.5% |
| 6M | +34.0% | +27.8% | +6.1% | +15.6% |
| YTD | +30.7% | +8.6% | +22.0% | +22.7% |
| 1Y | +39.2% | +16.9% | +22.3% | +24.6% |
| 3Y | +120.4% | +32.9% | +87.5% | +74.5% |
| 5Y | +148.8% | -14.1% | +162.9% | +151.8% |
| All | +788.5% | +256.4% | +532.1% | +325.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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