+1,472.6%
XLK vs RF
+147.1%
+1,325.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +0.9% | +1.3% | -0.5% | +0.6% |
| 30D | +0.7% | -3.6% | +4.3% | +1.5% |
| 3M | -2.9% | +8.1% | -11.0% | -4.8% |
| 6M | +34.3% | +11.5% | +22.8% | +30.7% |
| YTD | +30.4% | +15.6% | +14.8% | +25.7% |
| 1Y | +43.4% | +15.7% | +27.7% | +38.0% |
| 3Y | +116.8% | +86.9% | +29.9% | +85.6% |
| 5Y | +144.0% | +89.8% | +54.2% | +105.9% |
| 10Y | +778.8% | +344.7% | +434.1% | +489.1% |
| All | +1,472.6% | +147.1% | +1,325.5% | +835.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling