+1,472.6%
XLK vs SO
+1,601.9%
-129.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +0.9% | -0.2% | +1.0% | +0.9% |
| 30D | +0.7% | -4.6% | +5.3% | +2.1% |
| 3M | -2.9% | -3.0% | +0.1% | -2.4% |
| 6M | +34.3% | -8.3% | +42.5% | +37.0% |
| YTD | +30.4% | +3.5% | +26.9% | +27.8% |
| 1Y | +43.4% | -0.9% | +44.3% | +42.1% |
| 3Y | +116.8% | +45.4% | +71.5% | +85.5% |
| 5Y | +144.0% | +59.6% | +84.4% | +100.6% |
| 10Y | +778.8% | +156.6% | +622.2% | +505.8% |
| All | +1,472.6% | +1,601.9% | -129.3% | +827.2% |
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