+719.7%
XLK vs ARWR
+1,024.2%
-304.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | +3.4% | -17.8% | +21.2% | +5.6% |
| 30D | -10.6% | -18.1% | +7.6% | -8.6% |
| 3M | -10.6% | -44.2% | +33.5% | -4.5% |
| 6M | -3.5% | -38.6% | +35.2% | +1.5% |
| YTD | +18.7% | -28.0% | +46.7% | +21.8% |
| 1Y | +19.4% | +16.1% | +3.3% | +14.8% |
| 3Y | +94.5% | +84.0% | +10.5% | +67.0% |
| 5Y | +111.2% | -35.4% | +146.6% | +97.3% |
| All | +719.7% | +1,024.2% | -304.6% | +490.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling