+1,477.5%
XLK vs COST
+4,071.4%
-2,593.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | +2.3% | -2.8% | +5.1% | +3.6% |
| 30D | +0.8% | -5.3% | +6.1% | +3.2% |
| 3M | +4.1% | -6.7% | +10.7% | +6.6% |
| 6M | +34.8% | -9.9% | +44.7% | +39.6% |
| YTD | +30.8% | +5.1% | +25.7% | +25.6% |
| 1Y | +42.4% | -7.3% | +49.6% | +44.4% |
| 3Y | +121.8% | +70.4% | +51.4% | +67.6% |
| 5Y | +146.6% | +104.4% | +42.2% | +70.5% |
| 10Y | +804.3% | +609.0% | +195.3% | +262.4% |
| All | +1,477.5% | +4,071.4% | -2,593.8% | +168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling