+719.7%
XLK vs RF
+223.4%
+496.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.4% |
| 7D | +3.4% | +1.9% | +1.4% | +2.7% |
| 30D | -10.6% | +7.3% | -17.9% | -12.6% |
| 3M | -10.6% | -7.9% | -2.7% | -8.4% |
| 6M | -3.5% | +10.5% | -14.0% | -6.9% |
| YTD | +18.7% | +9.6% | +9.1% | +14.3% |
| 1Y | +19.4% | +20.3% | -0.9% | +11.5% |
| 3Y | +94.5% | +119.5% | -25.1% | +47.7% |
| 5Y | +111.2% | +48.2% | +63.0% | +77.6% |
| All | +719.7% | +223.4% | +496.3% | +438.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling