+20.7%
XLK vs COST
+12.8%
+7.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | +1.2% |
| 7D | -7.6% | +6.6% | -14.2% | -4.9% |
| 30D | -12.2% | +13.5% | -25.6% | -7.3% |
| 3M | -5.5% | +10.6% | -16.0% | -1.2% |
| 6M | +9.2% | +3.6% | +5.5% | +12.6% |
| YTD | +23.0% | +22.1% | +1.0% | +27.2% |
| 1Y | +20.7% | +11.9% | +8.8% | +25.0% |
| All | +20.7% | +12.8% | +7.9% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling