+1,331.5%
XLK vs B
+199.4%
+1,132.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | +3.4% | -7.3% | +10.7% | +3.9% |
| 30D | -10.6% | -3.3% | -7.2% | -10.4% |
| 3M | -10.6% | -7.8% | -2.9% | -10.2% |
| 6M | -3.5% | -15.5% | +12.1% | -2.5% |
| YTD | +18.7% | -12.3% | +31.0% | +19.3% |
| 1Y | +19.4% | +5.4% | +14.1% | +18.6% |
| 3Y | +94.5% | +165.5% | -71.1% | +81.3% |
| 5Y | +111.2% | +107.0% | +4.2% | +98.5% |
| 10Y | +707.2% | +210.6% | +496.6% | +638.3% |
| All | +1,331.5% | +199.4% | +1,132.1% | +1,320.5% |
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