+1,472.6%
XLK vs B
+256.4%
+1,216.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.9% |
| 7D | +0.9% | -1.6% | +2.5% | +1.0% |
| 30D | +0.7% | +9.4% | -8.7% | 0.0% |
| 3M | -2.9% | +5.0% | -7.9% | -3.4% |
| 6M | +34.3% | -3.5% | +37.8% | +34.2% |
| YTD | +30.4% | +4.5% | +25.9% | +29.5% |
| 1Y | +43.4% | +67.8% | -24.4% | +38.0% |
| 3Y | +116.8% | +196.7% | -79.9% | +100.5% |
| 5Y | +144.0% | +151.9% | -7.9% | +126.4% |
| 10Y | +778.8% | +202.2% | +576.6% | +700.4% |
| All | +1,472.6% | +256.4% | +1,216.2% | +1,442.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling