+2,083.9%
XLK vs QLD
+7,876.9%
-5,793.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.8% | -3.1% | +0.3% |
| 7D | -1.9% | -1.4% | -0.5% | -1.4% |
| 30D | -14.0% | -19.6% | +5.5% | -4.2% |
| 3M | -9.0% | -14.1% | +5.2% | -2.0% |
| 6M | -2.4% | -13.6% | +11.2% | +4.5% |
| YTD | +19.1% | +12.5% | +6.6% | +11.3% |
| 1Y | +19.2% | +13.1% | +6.1% | +10.9% |
| 3Y | +99.1% | +154.7% | -55.6% | +20.1% |
| 5Y | +112.0% | +81.1% | +30.9% | +41.2% |
| 10Y | +699.4% | +1,418.0% | -718.6% | +70.7% |
| All | +2,083.9% | +7,876.9% | -5,793.0% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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