+1,789.1%
XLK vs BIL
+30.4%
+1,758.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.8% |
| 7D | +0.9% | +0.1% | +0.8% | +1.2% |
| 30D | +0.7% | +0.3% | +0.4% | +2.0% |
| 3M | -2.9% | +0.9% | -3.9% | +0.7% |
| 6M | +34.3% | +1.8% | +32.4% | +44.0% |
| YTD | +30.4% | +2.4% | +28.0% | +43.1% |
| 1Y | +43.4% | +3.7% | +39.6% | +65.0% |
| 3Y | +116.8% | +14.2% | +102.7% | +260.1% |
| 5Y | +144.0% | +19.4% | +124.6% | +386.4% |
| 10Y | +778.8% | +25.2% | +753.5% | +2,053.3% |
| All | +1,789.1% | +30.4% | +1,758.7% | +4,585.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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