+144.0%
XLK vs COMP
-31.2%
+175.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +0.9% | +1.4% | -0.5% | +0.7% |
| 30D | +0.7% | -13.3% | +14.1% | +2.4% |
| 3M | -2.9% | +41.1% | -44.1% | -7.5% |
| 6M | +34.3% | +17.2% | +17.1% | +29.7% |
| YTD | +30.4% | +5.2% | +25.2% | +27.1% |
| 1Y | +43.4% | +18.9% | +24.4% | +36.8% |
| 3Y | +116.8% | +215.9% | -99.1% | +73.8% |
| All | +144.0% | -31.2% | +175.2% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling