+788.5%
XLK vs SPY
+322.5%
+466.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +0.2% |
| 7D | +0.2% | -0.8% | +1.0% | +1.2% |
| 30D | -0.6% | -1.1% | +0.4% | +0.8% |
| 3M | +2.6% | +3.9% | -1.3% | -1.9% |
| 6M | +34.0% | +13.6% | +20.4% | +14.9% |
| YTD | +30.7% | +12.7% | +18.0% | +13.5% |
| 1Y | +39.2% | +17.5% | +21.7% | +14.9% |
| 3Y | +120.4% | +76.9% | +43.5% | +11.3% |
| 5Y | +148.8% | +83.6% | +65.2% | +22.2% |
| All | +788.5% | +322.5% | +466.0% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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