+1,475.9%
XLK vs SU
+3,371.1%
-1,895.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | +0.2% | +2.2% | -2.0% | -0.3% |
| 30D | -0.6% | +8.4% | -9.1% | -2.4% |
| 3M | +2.6% | +12.1% | -9.5% | -0.4% |
| 6M | +34.0% | +19.7% | +14.3% | +27.8% |
| YTD | +30.7% | +58.4% | -27.7% | +17.0% |
| 1Y | +39.2% | +67.2% | -28.0% | +22.9% |
| 3Y | +120.4% | +125.0% | -4.6% | +80.0% |
| 5Y | +148.8% | +355.1% | -206.3% | +69.3% |
| 10Y | +803.3% | +263.7% | +539.6% | +504.5% |
| All | +1,475.9% | +3,371.1% | -1,895.3% | +742.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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