+1,331.5%
XLK vs M
+158.1%
+1,173.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.3% |
| 7D | +3.4% | +7.0% | -3.7% | +1.8% |
| 30D | -10.6% | +8.9% | -19.5% | -12.4% |
| 3M | -10.6% | +4.5% | -15.1% | -11.9% |
| 6M | -3.5% | +36.2% | -39.7% | -10.7% |
| YTD | +18.7% | +15.1% | +3.6% | +13.3% |
| 1Y | +19.4% | +27.4% | -8.0% | +11.2% |
| 3Y | +94.5% | +160.1% | -65.7% | +47.5% |
| 5Y | +111.2% | -1.6% | +112.8% | +87.7% |
| 10Y | +707.2% | -7.7% | +714.9% | +508.0% |
| All | +1,331.5% | +158.1% | +1,173.4% | +472.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling