+115.5%
XLK vs AR
+101.6%
+13.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +7.0% | +6.4% | +0.6% | +6.0% |
| 30D | -11.5% | +3.1% | -14.6% | -11.9% |
| 3M | -7.9% | +3.3% | -11.2% | -8.6% |
| 6M | -0.6% | +6.6% | -7.1% | -2.1% |
| YTD | +21.1% | +12.3% | +8.8% | +17.3% |
| 1Y | +18.8% | +12.3% | +6.5% | +15.0% |
| 3Y | +97.3% | +50.4% | +46.8% | +80.0% |
| 5Y | +115.5% | +101.0% | +14.6% | +83.7% |
| All | +115.5% | +101.6% | +13.9% | +83.7% |
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