+719.7%
XLK vs STM
+470.7%
+249.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | +3.4% | +12.0% | -8.6% | -1.1% |
| 30D | -10.6% | -0.4% | -10.2% | -10.8% |
| 3M | -10.6% | -13.2% | +2.5% | -6.5% |
| 6M | -3.5% | -26.1% | +22.6% | +4.7% |
| YTD | +18.7% | +81.2% | -62.5% | -11.3% |
| 1Y | +19.4% | +98.3% | -78.9% | -14.2% |
| 3Y | +94.5% | +16.7% | +77.7% | +61.5% |
| 5Y | +111.2% | -4.8% | +116.1% | +84.0% |
| All | +719.7% | +470.7% | +249.0% | +308.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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