+148.7%
XLK vs BG
+81.8%
+66.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.6% |
| 7D | +0.2% | +3.1% | -2.9% | -0.2% |
| 30D | -0.6% | +10.2% | -10.9% | -2.1% |
| 3M | +2.6% | -1.7% | +4.2% | +2.6% |
| 6M | +34.0% | +1.0% | +33.0% | +33.3% |
| YTD | +30.7% | +39.9% | -9.2% | +23.0% |
| 1Y | +39.2% | +53.2% | -14.0% | +28.5% |
| 3Y | +120.4% | +16.3% | +104.2% | +111.4% |
| All | +148.7% | +81.8% | +66.9% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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