+111.4%
XLK vs EW
-7.9%
+119.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.4% |
| 7D | +3.4% | +4.9% | -1.5% | +2.0% |
| 30D | -10.6% | +23.9% | -34.5% | -15.9% |
| 3M | -10.6% | +15.8% | -26.4% | -14.4% |
| 6M | -3.5% | +31.7% | -35.1% | -11.2% |
| YTD | +18.7% | +25.7% | -7.0% | +10.3% |
| 1Y | +19.4% | +24.4% | -5.0% | +11.3% |
| 3Y | +94.5% | +65.9% | +28.6% | +55.1% |
| All | +111.4% | -7.9% | +119.3% | +112.0% |
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