+1,477.5%
XLK vs SPY
+921.4%
+556.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | +2.3% | -0.4% | +2.7% | +2.7% |
| 30D | +0.8% | -1.4% | +2.2% | +2.5% |
| 3M | +4.1% | +3.7% | +0.3% | +0.1% |
| 6M | +34.8% | +13.0% | +21.7% | +17.8% |
| YTD | +30.8% | +12.4% | +18.4% | +15.3% |
| 1Y | +42.4% | +18.5% | +23.8% | +18.2% |
| 3Y | +121.8% | +77.6% | +44.2% | +17.4% |
| 5Y | +146.6% | +81.7% | +64.9% | +29.6% |
| 10Y | +804.3% | +319.7% | +484.6% | +89.0% |
| All | +1,477.5% | +921.4% | +556.2% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling