+2,236.5%
XLK vs EXPE
+776.5%
+1,460.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.9% | +8.2% | +2.2% |
| 7D | +2.3% | -9.8% | +12.1% | +4.7% |
| 30D | -0.1% | -11.5% | +11.4% | +2.5% |
| 3M | +2.1% | +21.7% | -19.6% | -3.6% |
| 6M | +37.2% | +10.4% | +26.8% | +31.8% |
| YTD | +30.8% | -2.5% | +33.3% | +28.3% |
| 1Y | +42.6% | +27.3% | +15.3% | +29.9% |
| 3Y | +121.8% | +153.5% | -31.7% | +65.2% |
| 5Y | +145.7% | +91.1% | +54.6% | +88.9% |
| 10Y | +782.1% | +153.1% | +629.0% | +479.2% |
| All | +2,236.5% | +776.5% | +1,460.1% | +730.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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