+192.9%
XOM vs XLK
+807.8%
-614.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | 0.0% |
| 7D | +4.1% | +0.2% | +3.9% | +4.0% |
| 30D | +4.6% | -0.6% | +5.2% | +4.7% |
| 3M | +14.0% | +2.6% | +11.4% | +12.0% |
| 6M | +11.0% | +34.0% | -23.0% | -2.5% |
| YTD | +40.7% | +30.7% | +10.0% | +24.5% |
| 1Y | +52.3% | +39.2% | +13.1% | +30.7% |
| 3Y | +60.5% | +120.4% | -60.0% | +8.3% |
| 5Y | +266.4% | +148.8% | +117.6% | +124.4% |
| All | +192.9% | +807.8% | -614.9% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 10y: compounded portfolio wealth divided by compounded XLK 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…
10y analysis · Full analysis span regression · 6 months rolling