+2,324.3%
XLK vs XME
+227.9%
+2,096.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | +0.2% | -4.2% | +4.4% | +1.8% |
| 30D | -0.6% | -2.7% | +2.1% | +0.2% |
| 3M | +2.6% | -3.9% | +6.5% | +3.8% |
| 6M | +34.0% | -1.0% | +34.9% | +33.9% |
| YTD | +30.7% | +9.8% | +20.9% | +25.2% |
| 1Y | +39.2% | +32.5% | +6.6% | +23.9% |
| 3Y | +120.4% | +124.3% | -3.9% | +60.6% |
| 5Y | +148.8% | +165.8% | -17.0% | +67.2% |
| 10Y | +803.3% | +411.8% | +391.5% | +352.7% |
| All | +2,324.3% | +227.9% | +2,096.4% | +1,036.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling