+1,767.0%
XLK vs BX
+846.0%
+921.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.6% |
| 7D | -0.4% | -8.9% | +8.5% | +2.4% |
| 30D | -0.5% | -14.8% | +14.3% | +4.3% |
| 3M | +5.0% | +6.9% | -1.9% | +2.4% |
| 6M | +32.9% | +16.3% | +16.6% | +25.6% |
| YTD | +29.0% | -16.1% | +45.0% | +34.0% |
| 1Y | +37.8% | -26.8% | +64.6% | +48.7% |
| 3Y | +118.7% | +22.4% | +96.2% | +99.3% |
| 5Y | +145.6% | +16.0% | +129.5% | +120.9% |
| 10Y | +791.5% | +646.9% | +144.5% | +390.3% |
| All | +1,767.0% | +846.0% | +921.0% | +697.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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