+145.6%
XLK vs S
-70.4%
+216.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.8% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.5% | -11.8% | +11.3% | +1.8% |
| 3M | +5.0% | +33.9% | -29.0% | -2.0% |
| 6M | +32.9% | +40.1% | -7.2% | +21.9% |
| YTD | +29.0% | +32.1% | -3.1% | +19.4% |
| 1Y | +37.8% | +11.0% | +26.8% | +31.7% |
| 3Y | +118.7% | +16.9% | +101.7% | +99.5% |
| 5Y | +145.6% | -68.9% | +214.5% | +159.5% |
| All | +145.6% | -70.4% | +216.0% | +159.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling