+1,477.5%
XLK vs EMR
+961.7%
+515.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | +2.3% | +3.1% | -0.8% | +0.8% |
| 30D | -0.1% | -3.5% | +3.5% | +1.6% |
| 3M | +2.1% | +9.8% | -7.7% | -2.9% |
| 6M | +37.2% | +10.8% | +26.4% | +29.3% |
| YTD | +30.8% | +15.9% | +14.9% | +19.6% |
| 1Y | +42.6% | +16.4% | +26.2% | +29.7% |
| 3Y | +121.8% | +62.1% | +59.7% | +67.8% |
| 5Y | +145.7% | +62.9% | +82.8% | +83.6% |
| 10Y | +782.1% | +267.8% | +514.3% | +308.2% |
| All | +1,477.5% | +961.7% | +515.8% | +287.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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