+776.9%
XLK vs B
+209.1%
+567.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.1% |
| 7D | -0.4% | -5.0% | +4.6% | +0.3% |
| 30D | -0.5% | +8.7% | -9.2% | -1.8% |
| 3M | +5.0% | +17.3% | -12.3% | +2.4% |
| 6M | +32.9% | -5.0% | +37.9% | +32.9% |
| YTD | +29.0% | +1.4% | +27.5% | +27.7% |
| 1Y | +37.8% | +50.5% | -12.7% | +29.5% |
| 3Y | +118.7% | +194.4% | -75.7% | +87.5% |
| 5Y | +145.6% | +156.7% | -11.1% | +110.7% |
| All | +776.9% | +209.1% | +567.8% | +648.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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