+188.5%
XLK vs COMP
-49.7%
+238.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +2.3% | +0.8% | +1.5% | +2.2% |
| 30D | +0.8% | -13.9% | +14.7% | +2.6% |
| 3M | +4.1% | +30.7% | -26.7% | +0.2% |
| 6M | +34.8% | +18.7% | +16.1% | +30.1% |
| YTD | +30.8% | +1.0% | +29.8% | +28.2% |
| 1Y | +42.4% | +15.1% | +27.3% | +36.6% |
| 3Y | +121.8% | +219.8% | -98.0% | +78.5% |
| 5Y | +146.6% | -28.7% | +175.3% | +115.9% |
| All | +188.5% | -49.7% | +238.2% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded COMP 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling