+104.4%
XLK vs RF
+43.6%
+60.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | -8.2% | -0.9% | -7.3% | -7.9% |
| 30D | -18.2% | +6.0% | -24.2% | -19.9% |
| 3M | -11.0% | -8.9% | -2.1% | -8.2% |
| 6M | -2.9% | +2.3% | -5.2% | -4.3% |
| YTD | +14.8% | +7.6% | +7.3% | +10.7% |
| 1Y | +14.5% | +21.2% | -6.6% | +5.6% |
| 3Y | +94.2% | +108.5% | -14.3% | +44.1% |
| All | +104.4% | +43.6% | +60.8% | +72.1% |
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 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