+1,918.5%
XLK vs BR
+1,282.8%
+635.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -0.4% | -6.0% | +5.6% | +2.5% |
| 30D | -0.5% | -0.9% | +0.4% | -0.3% |
| 3M | +5.0% | +16.4% | -11.4% | -3.7% |
| 6M | +32.9% | -8.2% | +41.0% | +36.0% |
| YTD | +29.0% | -23.2% | +52.2% | +43.2% |
| 1Y | +37.8% | -30.9% | +68.8% | +61.1% |
| 3Y | +118.7% | -5.0% | +123.7% | +114.3% |
| 5Y | +145.6% | +8.8% | +136.8% | +122.2% |
| 10Y | +791.5% | +190.1% | +601.4% | +401.8% |
| All | +1,918.5% | +1,282.8% | +635.7% | +431.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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