+145.6%
XLK vs BP
+139.4%
+6.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | -0.4% | +5.7% | -6.1% | -1.4% |
| 30D | -0.5% | +8.1% | -8.5% | -2.0% |
| 3M | +5.0% | +8.6% | -3.6% | +3.1% |
| 6M | +32.9% | +18.1% | +14.7% | +27.1% |
| YTD | +29.0% | +37.6% | -8.6% | +18.5% |
| 1Y | +37.8% | +39.4% | -1.6% | +25.9% |
| 3Y | +118.7% | +40.1% | +78.6% | +96.3% |
| 5Y | +145.6% | +141.3% | +4.2% | +90.9% |
| All | +145.6% | +139.4% | +6.2% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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