+115.8%
XLK vs ARWR
-35.7%
+151.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.1% | +0.3% |
| 7D | +7.0% | -17.9% | +25.0% | +10.0% |
| 30D | -11.5% | -18.9% | +7.4% | -8.8% |
| 3M | -7.9% | -46.0% | +38.1% | +0.7% |
| 6M | -0.6% | -40.3% | +39.8% | +6.4% |
| YTD | +21.1% | -29.0% | +50.1% | +25.2% |
| 1Y | +18.8% | +13.8% | +5.0% | +12.8% |
| 3Y | +97.3% | +74.9% | +22.4% | +59.0% |
| All | +115.8% | -35.7% | +151.5% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling