+1,805.5%
XLK vs BAH
+876.9%
+928.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.5% |
| 7D | +2.3% | -4.3% | +6.6% | +3.4% |
| 30D | -0.1% | -4.5% | +4.4% | +1.0% |
| 3M | +2.1% | -7.6% | +9.7% | +3.5% |
| 6M | +37.2% | -10.6% | +47.8% | +39.4% |
| YTD | +30.8% | -12.6% | +43.4% | +32.5% |
| 1Y | +42.6% | -27.0% | +69.6% | +51.0% |
| 3Y | +121.8% | -31.5% | +153.3% | +129.3% |
| 5Y | +145.7% | -3.8% | +149.5% | +123.5% |
| 10Y | +782.1% | +183.9% | +598.2% | +500.1% |
| All | +1,805.5% | +876.9% | +928.6% | +829.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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