+1,331.5%
XLK vs ALL
+1,286.7%
+44.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | +3.4% | +5.0% | -1.7% | +1.7% |
| 30D | -10.6% | +13.3% | -23.9% | -14.5% |
| 3M | -10.6% | +3.2% | -13.8% | -12.1% |
| 6M | -3.5% | +25.3% | -28.8% | -12.1% |
| YTD | +18.7% | +30.5% | -11.8% | +5.9% |
| 1Y | +19.4% | +29.2% | -9.8% | +6.8% |
| 3Y | +94.5% | +119.1% | -24.7% | +41.0% |
| 5Y | +111.2% | +162.6% | -51.4% | +39.9% |
| 10Y | +707.2% | +378.8% | +328.4% | +326.5% |
| All | +1,331.5% | +1,286.7% | +44.8% | +386.4% |
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