+788.5%
XLK vs ALL
+365.1%
+423.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.1% |
| 7D | +0.2% | -2.3% | +2.5% | +0.9% |
| 30D | -0.6% | -0.4% | -0.2% | -0.6% |
| 3M | +2.6% | +16.0% | -13.5% | -3.2% |
| 6M | +34.0% | +24.6% | +9.4% | +22.5% |
| YTD | +30.7% | +23.7% | +7.0% | +19.2% |
| 1Y | +39.2% | +27.7% | +11.5% | +24.9% |
| 3Y | +120.4% | +150.2% | -29.8% | +44.0% |
| 5Y | +148.8% | +117.1% | +31.7% | +67.8% |
| All | +788.5% | +365.1% | +423.4% | +339.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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