+247.1%
XLK vs U
-43.9%
+291.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -0.5% | -4.1% | +3.6% | +0.2% |
| 3M | +5.0% | +57.8% | -52.8% | -3.2% |
| 6M | +32.9% | +103.5% | -70.7% | +16.7% |
| YTD | +29.0% | -4.8% | +33.7% | +26.1% |
| 1Y | +37.8% | -2.4% | +40.2% | +33.1% |
| 3Y | +118.7% | +11.7% | +107.0% | +93.8% |
| 5Y | +145.6% | -68.9% | +214.4% | +139.6% |
| All | +247.1% | -43.9% | +291.0% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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