+118.9%
XLK vs P
+272.9%
-154.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.4% | -1.2% | +2.0% |
| 7D | -1.2% | -4.7% | +3.5% | 0.0% |
| 30D | -11.2% | -31.4% | +20.2% | -2.0% |
| 3M | -6.2% | -2.6% | -3.6% | -7.0% |
| 6M | -1.7% | +21.9% | -23.7% | -10.3% |
| YTD | +21.5% | +58.9% | -37.4% | +1.6% |
| 1Y | +19.6% | +21.7% | -2.1% | +5.7% |
| 3Y | +97.9% | +193.3% | -95.4% | +21.8% |
| 5Y | +118.9% | +275.1% | -156.2% | +20.9% |
| All | +118.9% | +272.9% | -154.0% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling