+788.5%
XLK vs SPG
+64.5%
+724.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.2% | -1.2% | +1.4% | +0.5% |
| 30D | -0.6% | -6.1% | +5.5% | +0.9% |
| 3M | +2.6% | -3.6% | +6.2% | +3.2% |
| 6M | +34.0% | +10.4% | +23.6% | +30.0% |
| YTD | +30.7% | +14.4% | +16.3% | +25.5% |
| 1Y | +39.2% | +16.5% | +22.7% | +32.8% |
| 3Y | +120.4% | +106.8% | +13.6% | +81.6% |
| 5Y | +148.8% | +108.9% | +39.9% | +103.3% |
| All | +788.5% | +64.5% | +724.0% | +681.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling