+1,477.5%
XLK vs XLB
+813.8%
+663.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.9% |
| 7D | +2.3% | -0.2% | +2.6% | +2.4% |
| 30D | -0.1% | -1.7% | +1.7% | +1.0% |
| 3M | +2.1% | +4.4% | -2.2% | -1.1% |
| 6M | +37.2% | +5.0% | +32.1% | +32.3% |
| YTD | +30.8% | +15.5% | +15.3% | +18.2% |
| 1Y | +42.6% | +14.9% | +27.7% | +29.1% |
| 3Y | +121.8% | +34.5% | +87.3% | +81.0% |
| 5Y | +145.7% | +36.5% | +109.1% | +99.5% |
| 10Y | +782.1% | +159.6% | +622.5% | +374.9% |
| All | +1,477.5% | +813.8% | +663.7% | +279.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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