+111.4%
XLK vs U
-73.3%
+184.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.2% | -7.2% | -2.9% |
| 7D | +3.4% | +2.6% | +0.8% | +2.9% |
| 30D | -10.6% | +27.6% | -38.1% | -14.7% |
| 3M | -10.6% | +15.3% | -26.0% | -13.5% |
| 6M | -3.5% | +96.4% | -99.9% | -15.3% |
| YTD | +18.7% | +19.6% | -0.9% | +10.8% |
| 1Y | +19.4% | +42.1% | -22.7% | +7.9% |
| 3Y | +94.5% | +87.5% | +6.9% | +55.8% |
| All | +111.4% | -73.3% | +184.8% | +120.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling