+148.7%
XLK vs BAX
-68.1%
+216.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | +0.2% | -7.9% | +8.1% | +1.5% |
| 30D | -0.6% | -11.7% | +11.0% | +1.3% |
| 3M | +2.6% | +16.2% | -13.6% | -0.4% |
| 6M | +34.0% | +32.0% | +2.0% | +26.6% |
| YTD | +30.7% | +24.7% | +6.0% | +24.0% |
| 1Y | +39.2% | -2.6% | +41.8% | +38.0% |
| 3Y | +120.4% | -35.0% | +155.4% | +131.7% |
| All | +148.7% | -68.1% | +216.8% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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