+529.4%
XLK vs SPOT
+216.9%
+312.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.1% |
| 7D | +0.2% | -3.1% | +3.3% | +1.0% |
| 30D | -0.6% | +7.4% | -8.0% | -2.7% |
| 3M | +2.6% | +8.2% | -5.6% | -0.3% |
| 6M | +34.0% | +2.2% | +31.8% | +31.0% |
| YTD | +30.7% | -9.5% | +40.1% | +30.8% |
| 1Y | +39.2% | -23.8% | +63.0% | +45.8% |
| 3Y | +120.4% | +233.5% | -113.0% | +46.5% |
| 5Y | +148.8% | +112.2% | +36.6% | +74.0% |
| All | +529.4% | +216.9% | +312.5% | +236.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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