+943.1%
XOM vs XLK
+1,438.0%
-494.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.1% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | +4.1% | -0.5% | +4.5% | +4.1% |
| 3M | +10.4% | +5.0% | +5.4% | +7.3% |
| 6M | +13.0% | +32.9% | -19.8% | -0.8% |
| YTD | +40.1% | +29.0% | +11.1% | +24.0% |
| 1Y | +51.1% | +37.8% | +13.3% | +29.7% |
| 3Y | +57.7% | +118.7% | -61.0% | +8.8% |
| 5Y | +264.7% | +145.6% | +119.2% | +133.1% |
| 10Y | +193.1% | +791.5% | -598.4% | +7.6% |
| All | +943.1% | +1,438.0% | -494.9% | +124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling