+120.4%
XLK vs RUN
-39.0%
+159.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +0.2% | -3.7% | +3.9% | +0.4% |
| 30D | -0.6% | -13.0% | +12.4% | +0.2% |
| 3M | +2.6% | -31.8% | +34.3% | +4.8% |
| 6M | +34.0% | -32.2% | +66.2% | +36.7% |
| YTD | +30.7% | -53.5% | +84.1% | +35.1% |
| 1Y | +39.2% | -46.5% | +85.7% | +42.6% |
| 3Y | +120.4% | -37.6% | +158.0% | +110.6% |
| All | +120.4% | -39.0% | +159.4% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling