+788.5%
XLK vs EW
+120.5%
+668.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +2.3% |
| 7D | +0.2% | -6.2% | +6.4% | +2.4% |
| 30D | -0.6% | -9.3% | +8.7% | +2.8% |
| 3M | +2.6% | -1.6% | +4.2% | +2.7% |
| 6M | +34.0% | -0.8% | +34.8% | +33.4% |
| YTD | +30.7% | -1.0% | +31.7% | +29.9% |
| 1Y | +39.2% | +8.2% | +31.0% | +33.6% |
| 3Y | +120.4% | +12.7% | +107.7% | +96.8% |
| 5Y | +148.8% | -30.2% | +179.0% | +165.1% |
| All | +788.5% | +120.5% | +668.0% | +521.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling