+932.1%
XLK vs P
+485.4%
+446.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | +0.9% | +6.5% | -5.7% | -0.8% |
| 30D | +0.7% | +18.8% | -18.1% | -4.6% |
| 3M | -2.9% | +26.7% | -29.7% | -9.9% |
| 6M | +34.3% | +62.2% | -27.9% | +15.6% |
| YTD | +30.4% | +48.5% | -18.1% | +14.0% |
| 1Y | +43.4% | +26.4% | +17.0% | +28.1% |
| 3Y | +116.8% | +159.4% | -42.6% | +50.8% |
| 5Y | +144.0% | +275.8% | -131.8% | +50.5% |
| 10Y | +778.8% | +732.0% | +46.7% | +344.5% |
| All | +932.1% | +485.4% | +446.8% | +422.8% |
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