+839.5%
XLK vs P
+535.2%
+304.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.5% |
| 7D | +3.4% | +11.6% | -8.3% | +0.4% |
| 30D | -10.6% | -23.7% | +13.1% | -4.5% |
| 3M | -10.6% | -8.0% | -2.7% | -10.0% |
| 6M | -3.5% | +27.9% | -31.4% | -12.2% |
| YTD | +18.7% | +61.2% | -42.5% | +0.6% |
| 1Y | +19.4% | +28.6% | -9.2% | +5.4% |
| 3Y | +94.5% | +200.5% | -106.0% | +28.9% |
| 5Y | +111.2% | +282.9% | -171.7% | +28.2% |
| 10Y | +707.2% | +665.9% | +41.3% | +301.1% |
| All | +839.5% | +535.2% | +304.3% | +361.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling