+1,320.0%
XLK vs RF
+133.1%
+1,186.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -4.3% | +0.3% | -4.7% | -4.3% |
| 30D | -15.0% | +6.2% | -21.2% | -16.2% |
| 3M | -9.2% | -7.8% | -1.4% | -7.7% |
| 6M | -3.5% | +5.9% | -9.5% | -5.1% |
| YTD | +17.7% | +9.0% | +8.7% | +14.9% |
| 1Y | +14.9% | +19.3% | -4.4% | +9.9% |
| 3Y | +91.8% | +116.4% | -24.7% | +59.4% |
| 5Y | +113.1% | +46.0% | +67.0% | +90.4% |
| 10Y | +703.1% | +239.8% | +463.3% | +469.3% |
| All | +1,320.0% | +133.1% | +1,186.9% | +755.2% |
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