+683.8%
XLK vs EW
+6,723.9%
-6,040.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.9% | +1.3% |
| 7D | +2.3% | -4.4% | +6.7% | +3.5% |
| 30D | -0.1% | -3.3% | +3.3% | +0.8% |
| 3M | +2.1% | +1.0% | +1.1% | +1.5% |
| 6M | +37.2% | +6.2% | +31.0% | +34.3% |
| YTD | +30.8% | +1.7% | +29.1% | +29.4% |
| 1Y | +42.6% | +8.1% | +34.5% | +38.5% |
| 3Y | +121.8% | +17.1% | +104.7% | +103.9% |
| 5Y | +145.7% | -29.4% | +175.0% | +155.4% |
| 10Y | +782.1% | +121.7% | +660.4% | +579.0% |
| All | +683.8% | +6,723.9% | -6,040.1% | +175.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling