+145.6%
XLK vs ASX
+440.6%
-295.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.8% | 0.0% |
| 7D | -0.4% | +6.5% | -6.9% | -3.2% |
| 30D | -0.5% | +3.1% | -3.6% | -2.1% |
| 3M | +5.0% | +17.4% | -12.4% | -4.2% |
| 6M | +32.9% | +85.4% | -52.6% | -2.8% |
| YTD | +29.0% | +150.1% | -121.1% | -18.4% |
| 1Y | +37.8% | +256.3% | -218.4% | -26.8% |
| 3Y | +118.7% | +446.9% | -328.2% | -9.7% |
| 5Y | +145.6% | +447.1% | -301.5% | -5.3% |
| All | +145.6% | +440.6% | -295.0% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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