+145.7%
XLK vs RF
+89.9%
+55.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +2.3% | +2.7% | -0.4% | +1.4% |
| 30D | -0.1% | -3.4% | +3.3% | +1.1% |
| 3M | +2.1% | +6.4% | -4.2% | -0.3% |
| 6M | +37.2% | +13.4% | +23.8% | +30.5% |
| YTD | +30.8% | +14.2% | +16.6% | +23.8% |
| 1Y | +42.6% | +15.7% | +26.9% | +34.0% |
| 3Y | +121.8% | +91.3% | +30.5% | +71.0% |
| 5Y | +145.7% | +89.8% | +55.9% | +89.8% |
| All | +145.7% | +89.9% | +55.7% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling