+2,484.4%
XLK vs SPXU
-100.0%
+2,584.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | +0.6% |
| 7D | +2.3% | +1.3% | +1.1% | +2.9% |
| 30D | +0.8% | +5.1% | -4.3% | +3.0% |
| 3M | +4.1% | -9.1% | +13.2% | +1.6% |
| 6M | +34.8% | -29.6% | +64.3% | +21.1% |
| YTD | +30.8% | -27.7% | +58.5% | +19.8% |
| 1Y | +42.4% | -37.0% | +79.3% | +25.1% |
| 3Y | +121.8% | -80.2% | +202.0% | +43.7% |
| 5Y | +146.6% | -86.0% | +232.6% | +69.6% |
| 10Y | +804.3% | -99.5% | +903.8% | +178.8% |
| All | +2,484.4% | -100.0% | +2,584.4% | +201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling