+776.9%
XLK vs ALK
-37.3%
+814.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -0.4% | -3.1% | +2.7% | +0.4% |
| 30D | -0.5% | -17.1% | +16.7% | +4.1% |
| 3M | +5.0% | -3.8% | +8.8% | +5.4% |
| 6M | +32.9% | -5.3% | +38.1% | +32.4% |
| YTD | +29.0% | -20.3% | +49.2% | +33.3% |
| 1Y | +37.8% | -36.0% | +73.8% | +49.6% |
| 3Y | +118.7% | +0.8% | +117.9% | +103.3% |
| 5Y | +145.6% | -28.5% | +174.0% | +144.1% |
| All | +776.9% | -37.3% | +814.2% | +729.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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