+1,477.5%
XLK vs BAX
+143.2%
+1,334.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | +2.3% | -5.1% | +7.4% | +3.8% |
| 30D | +0.8% | -12.2% | +13.0% | +4.4% |
| 3M | +4.1% | +21.8% | -17.8% | -2.3% |
| 6M | +34.8% | +36.3% | -1.6% | +21.8% |
| YTD | +30.8% | +27.8% | +3.0% | +19.3% |
| 1Y | +42.4% | -0.1% | +42.4% | +38.3% |
| 3Y | +121.8% | -33.3% | +155.1% | +134.5% |
| 5Y | +146.6% | -67.1% | +213.7% | +219.3% |
| 10Y | +804.3% | -36.9% | +841.2% | +873.3% |
| All | +1,477.5% | +143.2% | +1,334.3% | +1,128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling