+1,477.5%
XLK vs SM
+1,011.4%
+466.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.1% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | -0.1% | +31.5% | -31.6% | -3.4% |
| 3M | +2.1% | +17.3% | -15.2% | -0.5% |
| 6M | +37.2% | +48.5% | -11.3% | +29.0% |
| YTD | +30.8% | +106.3% | -75.4% | +17.8% |
| 1Y | +42.6% | +47.3% | -4.7% | +33.3% |
| 3Y | +121.8% | -1.4% | +123.2% | +113.6% |
| 5Y | +145.7% | +114.0% | +31.6% | +108.7% |
| 10Y | +782.1% | +12.5% | +769.6% | +517.0% |
| All | +1,477.5% | +1,011.4% | +466.1% | +512.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling