+153.2%
XLK vs VSXY
+33.4%
+119.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.0% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | -0.5% | -22.1% | +21.6% | +2.3% |
| 3M | +5.0% | -1.1% | +6.1% | +4.5% |
| 6M | +32.9% | +53.8% | -21.0% | +23.0% |
| YTD | +29.0% | +35.5% | -6.5% | +20.7% |
| 1Y | +37.8% | +186.0% | -148.2% | +15.5% |
| 3Y | +118.7% | +343.2% | -224.5% | +60.3% |
| 5Y | +145.6% | +19.0% | +126.5% | +112.8% |
| All | +153.2% | +33.4% | +119.8% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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