+146.6%
XLK vs AR
+148.2%
-1.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.3% | -1.2% | +3.5% | +2.5% |
| 30D | +0.8% | +5.5% | -4.7% | 0.0% |
| 3M | +4.1% | +12.9% | -8.8% | +1.9% |
| 6M | +34.8% | +0.1% | +34.7% | +33.9% |
| YTD | +30.8% | +13.5% | +17.3% | +26.9% |
| 1Y | +42.4% | +21.6% | +20.8% | +36.1% |
| 3Y | +121.8% | +46.0% | +75.8% | +104.0% |
| 5Y | +146.6% | +143.7% | +2.9% | +111.1% |
| All | +146.6% | +148.2% | -1.6% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 5y: compounded portfolio wealth divided by compounded AR 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…
5y analysis · Full analysis span regression · 6 months rolling