+148.7%
XLK vs SNY
+9.4%
+139.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.2% | -3.3% | +3.5% | +0.6% |
| 30D | -0.6% | -2.2% | +1.5% | -0.4% |
| 3M | +2.6% | -3.0% | +5.6% | +2.8% |
| 6M | +34.0% | +2.7% | +31.2% | +32.9% |
| YTD | +30.7% | -6.8% | +37.5% | +31.5% |
| 1Y | +39.2% | -5.3% | +44.5% | +39.5% |
| 3Y | +120.4% | -9.8% | +130.2% | +120.5% |
| All | +148.7% | +9.4% | +139.3% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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