+1,477.5%
XLK vs SPG
+2,774.3%
-1,296.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.7% |
| 7D | +2.3% | -1.7% | +4.0% | +2.8% |
| 30D | +0.8% | -6.3% | +7.1% | +2.7% |
| 3M | +4.1% | -2.4% | +6.5% | +4.4% |
| 6M | +34.8% | +9.6% | +25.1% | +30.4% |
| YTD | +30.8% | +14.2% | +16.6% | +24.9% |
| 1Y | +42.4% | +19.3% | +23.1% | +33.9% |
| 3Y | +121.8% | +106.7% | +15.1% | +76.3% |
| 5Y | +146.6% | +104.2% | +42.4% | +95.3% |
| 10Y | +804.3% | +63.7% | +740.6% | +588.7% |
| All | +1,477.5% | +2,774.3% | -1,296.8% | +318.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling