+1,472.6%
XLK vs ES
+948.6%
+524.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | +0.9% | +0.3% | +0.6% | +0.7% |
| 30D | +0.7% | -2.0% | +2.7% | +1.4% |
| 3M | -2.9% | +1.7% | -4.6% | -3.9% |
| 6M | +34.3% | -3.5% | +37.8% | +34.9% |
| YTD | +30.4% | +7.9% | +22.5% | +25.5% |
| 1Y | +43.4% | +17.2% | +26.2% | +32.9% |
| 3Y | +116.8% | +29.3% | +87.5% | +87.6% |
| 5Y | +144.0% | -5.7% | +149.8% | +136.8% |
| 10Y | +778.8% | +85.2% | +693.6% | +529.7% |
| All | +1,472.6% | +948.6% | +524.0% | +503.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling