+187.2%
XLK vs EXE
+187.5%
-0.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +2.3% | -2.7% | +5.0% | +2.8% |
| 30D | +0.8% | -0.4% | +1.2% | +0.9% |
| 3M | +4.1% | +9.5% | -5.4% | +2.4% |
| 6M | +34.8% | -9.3% | +44.1% | +36.5% |
| YTD | +30.8% | -10.9% | +41.7% | +32.5% |
| 1Y | +42.4% | +4.3% | +38.1% | +39.6% |
| 3Y | +121.8% | +18.8% | +103.0% | +111.4% |
| 5Y | +146.6% | +101.4% | +45.2% | +123.4% |
| All | +187.2% | +187.5% | -0.4% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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