+145.6%
XLK vs SPG
+103.4%
+42.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -0.4% | -2.2% | +1.8% | +0.5% |
| 30D | -0.5% | -5.8% | +5.3% | +2.0% |
| 3M | +5.0% | -2.8% | +7.8% | +5.5% |
| 6M | +32.9% | +8.9% | +24.0% | +26.2% |
| YTD | +29.0% | +14.3% | +14.7% | +19.5% |
| 1Y | +37.8% | +19.5% | +18.4% | +24.5% |
| 3Y | +118.7% | +106.9% | +11.8% | +47.3% |
| 5Y | +145.6% | +108.7% | +36.8% | +57.3% |
| All | +145.6% | +103.4% | +42.2% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling