+145.6%
XLK vs SM
+108.0%
+37.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -0.4% | +2.1% | -2.5% | -0.7% |
| 30D | -0.5% | +18.1% | -18.6% | -2.8% |
| 3M | +5.0% | +17.0% | -12.0% | +2.2% |
| 6M | +32.9% | +55.4% | -22.6% | +22.3% |
| YTD | +29.0% | +108.6% | -79.6% | +12.5% |
| 1Y | +37.8% | +45.7% | -7.8% | +27.4% |
| 3Y | +118.7% | -0.3% | +119.0% | +107.1% |
| 5Y | +145.6% | +113.0% | +32.5% | +105.2% |
| All | +145.6% | +108.0% | +37.5% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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