+148.7%
XLK vs SPXU
-86.1%
+234.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +0.2% |
| 7D | +0.2% | +2.5% | -2.3% | +1.4% |
| 30D | -0.6% | +4.2% | -4.8% | +1.5% |
| 3M | +2.6% | -9.3% | +11.8% | -0.6% |
| 6M | +34.0% | -30.7% | +64.7% | +17.3% |
| YTD | +30.7% | -28.1% | +58.8% | +17.3% |
| 1Y | +39.2% | -35.2% | +74.4% | +20.8% |
| 3Y | +120.4% | -79.9% | +200.4% | +32.8% |
| All | +148.7% | -86.1% | +234.8% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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