+1,477.5%
XLK vs BP
+268.6%
+1,209.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.5% |
| 7D | +2.3% | +0.9% | +1.4% | +2.0% |
| 30D | -0.1% | +9.1% | -9.2% | -3.0% |
| 3M | +2.1% | +3.9% | -1.8% | +0.2% |
| 6M | +37.2% | +13.6% | +23.5% | +29.7% |
| YTD | +30.8% | +34.0% | -3.2% | +16.5% |
| 1Y | +42.6% | +39.2% | +3.5% | +25.0% |
| 3Y | +121.8% | +36.4% | +85.4% | +92.3% |
| 5Y | +145.7% | +135.8% | +9.9% | +70.9% |
| 10Y | +782.1% | +125.0% | +657.1% | +480.1% |
| All | +1,477.5% | +268.6% | +1,209.0% | +673.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling