+145.6%
XLK vs SPOT
+111.2%
+34.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.4% | -6.9% | +6.4% | +1.3% |
| 30D | -0.5% | +4.1% | -4.6% | -1.7% |
| 3M | +5.0% | +3.7% | +1.3% | +3.3% |
| 6M | +32.9% | -1.6% | +34.5% | +31.4% |
| YTD | +29.0% | -10.2% | +39.1% | +29.7% |
| 1Y | +37.8% | -25.9% | +63.7% | +45.9% |
| 3Y | +118.7% | +235.6% | -116.9% | +44.5% |
| 5Y | +145.6% | +110.6% | +35.0% | +60.5% |
| All | +145.6% | +111.2% | +34.3% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling