+146.6%
XLK vs C
+133.6%
+13.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | +2.3% | +2.6% | -0.2% | +1.1% |
| 30D | +0.8% | +1.9% | -1.1% | -0.1% |
| 3M | +4.1% | +2.8% | +1.3% | +2.5% |
| 6M | +34.8% | +30.6% | +4.2% | +18.8% |
| YTD | +30.8% | +19.9% | +10.9% | +19.2% |
| 1Y | +42.4% | +44.6% | -2.2% | +18.6% |
| 3Y | +121.8% | +272.1% | -150.3% | +16.9% |
| 5Y | +146.6% | +132.0% | +14.6% | +52.9% |
| All | +146.6% | +133.6% | +13.0% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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