+252.0%
XLK vs U
-43.0%
+295.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.1% |
| 7D | +2.3% | +4.5% | -2.2% | +1.6% |
| 30D | -0.1% | -0.6% | +0.5% | 0.0% |
| 3M | +2.1% | +48.4% | -46.3% | -4.9% |
| 6M | +37.2% | +115.4% | -78.2% | +19.4% |
| YTD | +30.8% | -3.2% | +34.0% | +27.6% |
| 1Y | +42.6% | -6.0% | +48.7% | +38.5% |
| 3Y | +121.8% | +13.5% | +108.4% | +96.0% |
| 5Y | +145.7% | -68.0% | +213.7% | +138.8% |
| All | +252.0% | -43.0% | +295.0% | +210.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling