+887.0%
XLK vs RUN
-33.9%
+920.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.2% |
| 7D | -0.4% | -3.4% | +3.0% | 0.0% |
| 30D | -0.5% | -14.0% | +13.5% | +1.1% |
| 3M | +5.0% | -27.5% | +32.5% | +8.3% |
| 6M | +32.9% | -29.0% | +61.8% | +36.8% |
| YTD | +29.0% | -53.1% | +82.1% | +37.0% |
| 1Y | +37.8% | -46.7% | +84.6% | +43.3% |
| 3Y | +118.7% | -38.3% | +157.0% | +94.8% |
| 5Y | +145.6% | -80.7% | +226.2% | +138.9% |
| 10Y | +791.5% | +42.4% | +749.1% | +540.4% |
| All | +887.0% | -33.9% | +920.9% | +625.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling