+148.7%
XLK vs RJF
+104.0%
+44.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | +0.2% | -2.7% | +2.9% | +1.4% |
| 30D | -0.6% | -4.3% | +3.6% | +1.2% |
| 3M | +2.6% | +15.7% | -13.2% | -4.5% |
| 6M | +34.0% | +17.8% | +16.2% | +23.2% |
| YTD | +30.7% | +9.2% | +21.5% | +23.9% |
| 1Y | +39.2% | +2.8% | +36.4% | +35.5% |
| 3Y | +120.4% | +69.5% | +51.0% | +65.5% |
| All | +148.7% | +104.0% | +44.7% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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