+1,332.3%
XLK vs FIVE
+848.8%
+483.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | +7.0% | +2.4% | +4.6% | +6.4% |
| 30D | -11.5% | +15.8% | -27.3% | -14.3% |
| 3M | -7.9% | +3.8% | -11.7% | -9.0% |
| 6M | -0.6% | +18.5% | -19.1% | -5.1% |
| YTD | +21.1% | +31.2% | -10.1% | +12.6% |
| 1Y | +18.8% | +61.8% | -43.0% | +5.3% |
| 3Y | +97.3% | +39.9% | +57.4% | +69.9% |
| 5Y | +115.5% | +18.3% | +97.2% | +87.1% |
| 10Y | +723.7% | +510.0% | +213.8% | +427.3% |
| All | +1,332.3% | +848.8% | +483.5% | +755.5% |
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