+1,441.9%
XLK vs FIVE
+868.1%
+573.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -0.4% |
| 7D | +0.9% | +4.3% | -3.4% | -0.1% |
| 30D | +0.7% | +12.5% | -11.8% | -2.1% |
| 3M | -2.9% | +31.2% | -34.2% | -8.9% |
| 6M | +34.3% | +14.4% | +19.9% | +29.0% |
| YTD | +30.4% | +33.9% | -3.5% | +20.9% |
| 1Y | +43.4% | +65.1% | -21.7% | +26.5% |
| 3Y | +116.8% | +49.0% | +67.9% | +84.2% |
| 5Y | +144.0% | +30.3% | +113.7% | +107.6% |
| 10Y | +778.8% | +481.1% | +297.7% | +464.9% |
| All | +1,441.9% | +868.1% | +573.8% | +818.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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