+776.9%
XLK vs STM
+660.7%
+116.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.8% |
| 7D | -0.4% | -1.1% | +0.6% | 0.0% |
| 30D | -0.5% | -7.8% | +7.3% | +2.5% |
| 3M | +5.0% | -28.2% | +33.2% | +16.9% |
| 6M | +32.9% | +52.0% | -19.1% | +8.6% |
| YTD | +29.0% | +96.4% | -67.4% | -5.6% |
| 1Y | +37.8% | +98.8% | -61.0% | -0.7% |
| 3Y | +118.7% | +18.3% | +100.4% | +82.6% |
| 5Y | +145.6% | +17.7% | +127.8% | +98.5% |
| All | +776.9% | +660.7% | +116.2% | +312.0% |
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