+788.5%
XLK vs XHB
+215.4%
+573.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.4% |
| 7D | +0.2% | -4.6% | +4.8% | +2.8% |
| 30D | -0.6% | -9.1% | +8.5% | +4.7% |
| 3M | +2.6% | -8.6% | +11.1% | +7.2% |
| 6M | +34.0% | -4.0% | +38.0% | +35.6% |
| YTD | +30.7% | -3.9% | +34.6% | +31.3% |
| 1Y | +39.2% | -16.5% | +55.7% | +51.0% |
| 3Y | +120.4% | +22.6% | +97.9% | +82.7% |
| 5Y | +148.8% | +33.9% | +114.9% | +91.3% |
| All | +788.5% | +215.4% | +573.1% | +315.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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