+145.6%
XLK vs SO
+57.1%
+88.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | -0.4% | -1.1% | +0.7% | -0.4% |
| 30D | -0.5% | -3.7% | +3.3% | -0.3% |
| 3M | +5.0% | -5.9% | +10.9% | +5.1% |
| 6M | +32.9% | -7.3% | +40.2% | +33.2% |
| YTD | +29.0% | +3.1% | +25.9% | +27.7% |
| 1Y | +37.8% | -1.0% | +38.8% | +37.0% |
| 3Y | +118.7% | +43.2% | +75.4% | +93.7% |
| 5Y | +145.6% | +59.1% | +86.4% | +113.8% |
| All | +145.6% | +57.1% | +88.4% | +113.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling