+530.1%
XLK vs SPOT
+218.6%
+311.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | +1.0% |
| 7D | +2.3% | -2.9% | +5.2% | +3.0% |
| 30D | -0.1% | +8.3% | -8.4% | -2.4% |
| 3M | +2.1% | +5.1% | -2.9% | 0.0% |
| 6M | +37.2% | -6.5% | +43.6% | +37.3% |
| YTD | +30.8% | -9.0% | +39.8% | +30.8% |
| 1Y | +42.6% | -26.4% | +69.0% | +50.9% |
| 3Y | +121.8% | +240.0% | -118.2% | +46.6% |
| 5Y | +145.7% | +111.7% | +34.0% | +71.9% |
| All | +530.1% | +218.6% | +311.5% | +236.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling