+161.8%
XLK vs COMP
-52.0%
+213.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.2% |
| 7D | +3.4% | 0.0% | +3.4% | +3.3% |
| 30D | -10.6% | +16.6% | -27.1% | -12.5% |
| 3M | -10.6% | -23.5% | +12.9% | -8.1% |
| 6M | -3.5% | +25.7% | -29.2% | -7.2% |
| YTD | +18.7% | -3.4% | +22.1% | +16.6% |
| 1Y | +19.4% | +7.6% | +11.9% | +15.6% |
| 3Y | +94.5% | +423.6% | -329.1% | +46.5% |
| 5Y | +111.2% | -10.6% | +121.8% | +82.8% |
| All | +161.8% | -52.0% | +213.7% | +128.7% |
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