+116.3%
XLK vs M
-2.0%
+118.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +3.4% |
| 7D | -1.2% | -3.3% | +2.1% | -0.6% |
| 30D | -11.2% | +8.1% | -19.3% | -12.7% |
| 3M | -6.2% | +2.2% | -8.4% | -7.0% |
| 6M | -1.7% | +35.1% | -36.9% | -8.3% |
| YTD | +21.5% | +15.8% | +5.7% | +16.4% |
| 1Y | +19.6% | +25.8% | -6.2% | +12.3% |
| 3Y | +97.9% | +156.2% | -58.3% | +51.3% |
| All | +116.3% | -2.0% | +118.3% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 5y: compounded portfolio wealth divided by compounded M 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…
5y analysis · Full analysis span regression · 6 months rolling