+1,681.3%
XLK vs XYL
+459.9%
+1,221.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | +2.3% | +0.8% | +1.5% | +1.9% |
| 30D | +0.8% | -10.8% | +11.7% | +6.2% |
| 3M | +4.1% | -2.5% | +6.6% | +4.6% |
| 6M | +34.8% | -12.2% | +46.9% | +41.8% |
| YTD | +30.8% | -20.1% | +50.9% | +43.3% |
| 1Y | +42.4% | -20.6% | +63.0% | +56.4% |
| 3Y | +121.8% | +17.3% | +104.5% | +100.3% |
| 5Y | +146.6% | -14.5% | +161.1% | +152.1% |
| 10Y | +804.3% | +150.2% | +654.1% | +477.0% |
| All | +1,681.3% | +459.9% | +1,221.4% | +760.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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