+148.7%
XLK vs COST
+104.4%
+44.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.2% |
| 7D | +0.2% | -1.2% | +1.4% | +0.8% |
| 30D | -0.6% | -4.7% | +4.1% | +1.4% |
| 3M | +2.6% | -7.1% | +9.7% | +5.5% |
| 6M | +34.0% | -8.5% | +42.5% | +37.7% |
| YTD | +30.7% | +5.4% | +25.3% | +23.4% |
| 1Y | +39.2% | -5.6% | +44.8% | +39.6% |
| 3Y | +120.4% | +68.5% | +51.9% | +50.3% |
| All | +148.7% | +104.4% | +44.3% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling