+1,475.9%
XLK vs BBY
+1,309.9%
+165.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.5% |
| 7D | +0.2% | +0.6% | -0.4% | 0.0% |
| 30D | -0.6% | +9.4% | -10.0% | -3.1% |
| 3M | +2.6% | +19.3% | -16.8% | -2.5% |
| 6M | +34.0% | +47.9% | -14.0% | +19.7% |
| YTD | +30.7% | +39.6% | -8.9% | +17.9% |
| 1Y | +39.2% | +22.2% | +17.0% | +29.6% |
| 3Y | +120.4% | +45.0% | +75.4% | +90.8% |
| 5Y | +148.8% | +2.6% | +146.2% | +130.8% |
| 10Y | +803.3% | +250.5% | +552.8% | +489.3% |
| All | +1,475.9% | +1,309.9% | +165.9% | +372.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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