+148.7%
XLK vs XME
+162.6%
-13.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.8% |
| 7D | +0.2% | -4.2% | +4.4% | +2.1% |
| 30D | -0.6% | -2.7% | +2.1% | +0.4% |
| 3M | +2.6% | -3.9% | +6.5% | +3.9% |
| 6M | +34.0% | -1.0% | +34.9% | +33.6% |
| YTD | +30.7% | +9.8% | +20.9% | +23.7% |
| 1Y | +39.2% | +32.5% | +6.6% | +20.1% |
| 3Y | +120.4% | +124.3% | -3.9% | +47.3% |
| All | +148.7% | +162.6% | -13.8% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 5y: compounded portfolio wealth divided by compounded XME 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…
5y analysis · Full analysis span regression · 6 months rolling