+162.7%
XLK vs COMP
-49.2%
+211.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.7% | -2.0% | +3.0% |
| 7D | -1.9% | +14.5% | -16.5% | -3.6% |
| 30D | -14.0% | +14.9% | -28.9% | -15.7% |
| 3M | -9.0% | -14.2% | +5.2% | -7.7% |
| 6M | -2.4% | +23.7% | -26.2% | -5.9% |
| YTD | +19.1% | +2.1% | +17.0% | +16.2% |
| 1Y | +19.2% | +26.2% | -7.0% | +13.2% |
| 3Y | +99.1% | +470.9% | -371.8% | +48.4% |
| 5Y | +112.0% | -14.0% | +126.0% | +83.2% |
| All | +162.7% | -49.2% | +211.9% | +128.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling