+1,331.5%
XLK vs SO
+1,707.7%
-376.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.4% |
| 7D | +3.4% | +1.4% | +2.0% | +3.0% |
| 30D | -10.6% | +4.7% | -15.3% | -12.0% |
| 3M | -10.6% | +1.7% | -12.3% | -11.3% |
| 6M | -3.5% | +2.2% | -5.6% | -4.7% |
| YTD | +18.7% | +10.0% | +8.7% | +14.0% |
| 1Y | +19.4% | +6.0% | +13.4% | +15.9% |
| 3Y | +94.5% | +54.1% | +40.3% | +63.4% |
| 5Y | +111.2% | +79.6% | +31.6% | +66.9% |
| 10Y | +707.2% | +195.5% | +511.7% | +432.1% |
| All | +1,331.5% | +1,707.7% | -376.2% | +727.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling