+145.6%
XLK vs EW
-29.2%
+174.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -0.4% | -3.4% | +2.9% | +0.5% |
| 30D | -0.5% | -7.4% | +6.9% | +1.7% |
| 3M | +5.0% | +0.9% | +4.1% | +4.3% |
| 6M | +32.9% | +1.2% | +31.7% | +31.7% |
| YTD | +29.0% | +1.8% | +27.2% | +27.4% |
| 1Y | +37.8% | +10.8% | +27.0% | +32.5% |
| 3Y | +118.7% | +17.1% | +101.5% | +95.6% |
| 5Y | +145.6% | -28.2% | +173.8% | +164.9% |
| All | +145.6% | -29.2% | +174.8% | +164.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling