+111.4%
XLK vs ES
+6.6%
+104.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | +3.4% | +2.7% | +0.7% | +3.1% |
| 30D | -10.6% | +7.6% | -18.2% | -11.4% |
| 3M | -10.6% | +0.5% | -11.1% | -10.7% |
| 6M | -3.5% | +7.6% | -11.1% | -4.7% |
| YTD | +18.7% | +10.2% | +8.5% | +16.4% |
| 1Y | +19.4% | +1.8% | +17.6% | +18.5% |
| 3Y | +94.5% | +55.4% | +39.1% | +70.8% |
| All | +111.4% | +6.6% | +104.9% | +116.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling