+145.6%
XLK vs REPL
-58.5%
+204.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.4% | +7.0% | -1.2% |
| 7D | -0.4% | -13.4% | +13.0% | -0.1% |
| 30D | -0.5% | -3.0% | +2.5% | -0.4% |
| 3M | +5.0% | +56.3% | -51.3% | +2.7% |
| 6M | +32.9% | +60.9% | -28.0% | +26.7% |
| YTD | +29.0% | +36.2% | -7.2% | +23.4% |
| 1Y | +37.8% | +121.0% | -83.2% | +27.8% |
| 3Y | +118.7% | -32.8% | +151.5% | +104.7% |
| 5Y | +145.6% | -58.7% | +204.2% | +130.4% |
| All | +145.6% | -58.5% | +204.0% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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