+788.5%
XLK vs SO
+159.0%
+629.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +0.2% | -1.1% | +1.3% | +0.5% |
| 30D | -0.6% | -5.0% | +4.4% | +0.8% |
| 3M | +2.6% | -5.8% | +8.3% | +4.0% |
| 6M | +34.0% | -7.9% | +41.9% | +36.4% |
| YTD | +30.7% | +2.4% | +28.2% | +28.3% |
| 1Y | +39.2% | -2.3% | +41.5% | +38.4% |
| 3Y | +120.4% | +41.9% | +78.5% | +86.3% |
| 5Y | +148.8% | +58.1% | +90.7% | +98.9% |
| All | +788.5% | +159.0% | +629.5% | +522.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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