+163.9%
XLK vs S
-57.1%
+221.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.2% | -0.7% | +0.9% | +0.3% |
| 30D | -0.6% | -11.4% | +10.8% | +1.5% |
| 3M | +2.6% | +33.8% | -31.3% | -4.0% |
| 6M | +34.0% | +39.5% | -5.5% | +23.5% |
| YTD | +30.7% | +31.7% | -1.0% | +21.4% |
| 1Y | +39.2% | +7.0% | +32.2% | +34.3% |
| 3Y | +120.4% | +11.8% | +108.7% | +104.0% |
| 5Y | +148.8% | -69.0% | +217.8% | +157.0% |
| All | +163.9% | -57.1% | +221.0% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling