+811.9%
XLK vs Z
+7.8%
+804.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.7% |
| 7D | +3.4% | +0.8% | +2.5% | +3.2% |
| 30D | -10.6% | +5.2% | -15.8% | -11.9% |
| 3M | -10.6% | -17.0% | +6.4% | -8.3% |
| 6M | -3.5% | -22.7% | +19.2% | -0.2% |
| YTD | +18.7% | -56.3% | +75.0% | +36.5% |
| 1Y | +19.4% | -57.7% | +77.1% | +38.0% |
| 3Y | +94.5% | -16.5% | +111.0% | +89.2% |
| 5Y | +111.2% | -53.4% | +164.6% | +120.1% |
| 10Y | +707.2% | -15.9% | +723.1% | +574.2% |
| All | +811.9% | +7.8% | +804.1% | +615.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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