+776.9%
XLK vs RF
+340.3%
+436.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -0.4% | -1.6% | +1.2% | +0.1% |
| 30D | -0.5% | -4.3% | +3.8% | +0.8% |
| 3M | +5.0% | +5.9% | -0.9% | +2.9% |
| 6M | +32.9% | +14.1% | +18.7% | +26.8% |
| YTD | +29.0% | +13.8% | +15.2% | +23.0% |
| 1Y | +37.8% | +15.2% | +22.6% | +30.6% |
| 3Y | +118.7% | +90.6% | +28.1% | +73.8% |
| 5Y | +145.6% | +88.9% | +56.7% | +92.5% |
| All | +776.9% | +340.3% | +436.6% | +442.1% |
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