+1,726.3%
XLK vs BG
+1,192.5%
+533.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | -0.4% | +3.7% | -4.1% | -1.3% |
| 30D | -0.5% | +12.3% | -12.8% | -3.3% |
| 3M | +5.0% | -2.2% | +7.2% | +5.0% |
| 6M | +32.9% | +5.3% | +27.5% | +30.2% |
| YTD | +29.0% | +42.4% | -13.4% | +17.4% |
| 1Y | +37.8% | +55.2% | -17.3% | +22.4% |
| 3Y | +118.7% | +21.0% | +97.7% | +102.5% |
| 5Y | +145.6% | +87.1% | +58.4% | +100.2% |
| 10Y | +791.5% | +169.8% | +621.7% | +527.6% |
| All | +1,726.3% | +1,192.5% | +533.9% | +847.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling