+111.4%
XLK vs ASX
+482.2%
-370.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.1% |
| 7D | +3.4% | +12.4% | -9.0% | -1.8% |
| 30D | -10.6% | -19.8% | +9.2% | -3.5% |
| 3M | -10.6% | -10.3% | -0.3% | -8.8% |
| 6M | -3.5% | +1.2% | -4.7% | -9.2% |
| YTD | +18.7% | +123.0% | -104.3% | -23.5% |
| 1Y | +19.4% | +145.4% | -126.0% | -26.6% |
| 3Y | +94.5% | +368.6% | -274.2% | -17.4% |
| All | +111.4% | +482.2% | -370.8% | -23.8% |
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