+43.4%
XLK vs SPG
+21.3%
+22.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.5% |
| 7D | +0.9% | -2.4% | +3.2% | +0.5% |
| 30D | +0.7% | -6.8% | +7.6% | -0.4% |
| 3M | -2.9% | +2.7% | -5.6% | -3.9% |
| 6M | +34.3% | +5.5% | +28.8% | +31.1% |
| YTD | +30.4% | +15.7% | +14.7% | +29.0% |
| 1Y | +43.4% | +20.9% | +22.5% | +42.5% |
| All | +43.4% | +21.3% | +22.0% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling