+1,331.5%
XLK vs STM
+490.4%
+841.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | +3.4% | +12.0% | -8.6% | -1.2% |
| 30D | -10.6% | -0.4% | -10.2% | -10.8% |
| 3M | -10.6% | -13.2% | +2.5% | -6.4% |
| 6M | -3.5% | -26.1% | +22.6% | +5.0% |
| YTD | +18.7% | +81.2% | -62.5% | -11.5% |
| 1Y | +19.4% | +98.3% | -78.9% | -14.4% |
| 3Y | +94.5% | +16.7% | +77.7% | +61.3% |
| 5Y | +111.2% | -4.8% | +116.1% | +84.9% |
| 10Y | +707.2% | +468.8% | +238.4% | +209.3% |
| All | +1,331.5% | +490.4% | +841.1% | +311.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling