+119.4%
XLK vs ARM
+353.1%
-233.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -0.6% |
| 7D | -0.4% | +4.8% | -5.2% | -1.4% |
| 30D | -0.5% | -5.5% | +5.0% | +0.6% |
| 3M | +5.0% | -17.3% | +22.3% | +7.9% |
| 6M | +32.9% | +110.9% | -78.0% | +11.4% |
| YTD | +29.0% | +132.5% | -103.6% | +5.8% |
| 1Y | +37.8% | +64.9% | -27.1% | +20.4% |
| All | +119.4% | +353.1% | -233.7% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ARM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling