+146.6%
XLK vs P
+274.2%
-127.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.1% |
| 7D | +2.3% | +5.0% | -2.7% | +0.8% |
| 30D | +0.8% | -0.9% | +1.8% | +0.3% |
| 3M | +4.1% | +38.7% | -34.6% | -6.6% |
| 6M | +34.8% | +54.4% | -19.6% | +15.7% |
| YTD | +30.8% | +44.8% | -14.0% | +13.4% |
| 1Y | +42.4% | +22.5% | +19.8% | +26.2% |
| 3Y | +121.8% | +148.2% | -26.4% | +44.9% |
| 5Y | +146.6% | +268.9% | -122.3% | +36.5% |
| All | +146.6% | +274.2% | -127.6% | +36.5% |
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