+1,472.6%
XLK vs ALL
+1,244.9%
+227.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.1% |
| 7D | +0.9% | 0.0% | +0.8% | +0.8% |
| 30D | +0.7% | -1.5% | +2.2% | +1.0% |
| 3M | -2.9% | +23.6% | -26.6% | -10.6% |
| 6M | +34.3% | +22.3% | +11.9% | +23.7% |
| YTD | +30.4% | +26.5% | +3.9% | +18.2% |
| 1Y | +43.4% | +27.0% | +16.4% | +29.3% |
| 3Y | +116.8% | +149.6% | -32.7% | +50.3% |
| 5Y | +144.0% | +118.1% | +25.9% | +73.4% |
| 10Y | +778.8% | +369.0% | +409.8% | +369.9% |
| All | +1,472.6% | +1,244.9% | +227.6% | +442.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling