+90.6%
XLK vs AS
+114.1%
-23.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.2% | +0.9% |
| 7D | +2.3% | -2.6% | +4.9% | +2.9% |
| 30D | -0.1% | -22.1% | +22.1% | +5.4% |
| 3M | +2.1% | -15.3% | +17.4% | +5.4% |
| 6M | +37.2% | -15.6% | +52.7% | +41.2% |
| YTD | +30.8% | -23.2% | +54.0% | +37.1% |
| 1Y | +42.6% | -21.7% | +64.3% | +48.3% |
| All | +90.6% | +114.1% | -23.5% | +65.7% |
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