+71.6%
XLK vs AS
+137.8%
-66.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -0.8% |
| 7D | -4.3% | +4.5% | -8.8% | -5.2% |
| 30D | -15.0% | +13.2% | -28.2% | -17.4% |
| 3M | -9.2% | -11.9% | +2.7% | -7.0% |
| 6M | -3.5% | -11.6% | +8.0% | -1.5% |
| YTD | +17.7% | -14.7% | +32.4% | +20.4% |
| 1Y | +14.9% | +5.7% | +9.2% | +12.0% |
| All | +71.6% | +137.8% | -66.2% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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