+120.7%
XLK vs ES
+30.3%
+90.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +0.8% | -1.0% | +1.9% | +0.8% |
| 3M | +4.1% | +1.5% | +2.6% | +4.0% |
| 6M | +34.8% | -3.5% | +38.2% | +34.8% |
| YTD | +30.8% | +7.0% | +23.8% | +30.3% |
| 1Y | +42.4% | +15.3% | +27.0% | +41.1% |
| All | +120.7% | +30.3% | +90.4% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling