+736.5%
XLK vs P
+666.7%
+69.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -1.3% |
| 7D | +7.0% | +17.8% | -10.8% | +2.1% |
| 30D | -11.5% | -29.9% | +18.4% | -2.8% |
| 3M | -7.9% | -1.2% | -6.7% | -9.1% |
| 6M | -0.6% | +32.1% | -32.7% | -11.2% |
| YTD | +21.1% | +64.3% | -43.2% | +0.4% |
| 1Y | +18.8% | +24.3% | -5.4% | +4.6% |
| 3Y | +97.3% | +203.2% | -105.9% | +24.1% |
| 5Y | +115.5% | +290.4% | -174.9% | +21.9% |
| All | +736.5% | +666.7% | +69.7% | +292.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling