+1,331.5%
XLK vs C
-4.0%
+1,335.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +3.4% | +4.2% | -0.8% | +2.2% |
| 30D | -10.6% | +2.0% | -12.6% | -11.0% |
| 3M | -10.6% | -10.1% | -0.5% | -7.9% |
| 6M | -3.5% | +1.0% | -4.5% | -3.9% |
| YTD | +18.7% | +8.5% | +10.2% | +15.4% |
| 1Y | +19.4% | +25.7% | -6.3% | +11.3% |
| 3Y | +94.5% | +216.0% | -121.5% | +38.3% |
| 5Y | +111.2% | +112.3% | -1.1% | +66.4% |
| 10Y | +707.2% | +217.8% | +489.4% | +444.7% |
| All | +1,331.5% | -4.0% | +1,335.5% | +894.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling