+111.4%
XLK vs RACE
+64.4%
+47.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.6% |
| 7D | +3.4% | -1.2% | +4.6% | +3.8% |
| 30D | -10.6% | +6.1% | -16.7% | -12.8% |
| 3M | -10.6% | -0.3% | -10.4% | -10.8% |
| 6M | -3.5% | +23.4% | -26.9% | -12.4% |
| YTD | +18.7% | +12.5% | +6.2% | +10.9% |
| 1Y | +19.4% | -0.5% | +19.9% | +18.0% |
| 3Y | +94.5% | +23.6% | +70.8% | +57.9% |
| All | +111.4% | +64.4% | +47.0% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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