+2,197.6%
XLK vs XHB
+163.2%
+2,034.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.7% |
| 7D | +2.3% | -1.9% | +4.2% | +3.2% |
| 30D | +0.8% | -8.3% | +9.2% | +4.8% |
| 3M | +4.1% | -7.1% | +11.2% | +7.2% |
| 6M | +34.8% | -5.3% | +40.0% | +37.1% |
| YTD | +30.8% | -3.2% | +34.0% | +31.2% |
| 1Y | +42.4% | -13.9% | +56.2% | +50.1% |
| 3Y | +121.8% | +24.9% | +96.9% | +92.3% |
| 5Y | +146.6% | +34.5% | +112.1% | +104.9% |
| 10Y | +804.3% | +215.5% | +588.8% | +404.5% |
| All | +2,197.6% | +163.2% | +2,034.4% | +983.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling