+904.9%
XLK vs Z
+17.0%
+887.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.8% | +1.6% |
| 7D | +2.3% | -3.3% | +5.6% | +2.9% |
| 30D | -0.1% | -3.7% | +3.7% | +0.4% |
| 3M | +2.1% | -7.0% | +9.1% | +2.7% |
| 6M | +37.2% | -29.5% | +66.7% | +45.2% |
| YTD | +30.8% | -52.6% | +83.4% | +49.2% |
| 1Y | +42.6% | -64.0% | +106.6% | +71.2% |
| 3Y | +121.8% | -36.4% | +158.2% | +129.5% |
| 5Y | +145.7% | -65.8% | +211.4% | +169.1% |
| 10Y | +782.1% | -5.8% | +787.9% | +627.0% |
| All | +904.9% | +17.0% | +887.9% | +681.8% |
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