+43.4%
XLK vs F
+31.3%
+12.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | +0.9% | +5.3% | -4.5% | -0.1% |
| 30D | +0.7% | +4.6% | -3.9% | -0.2% |
| 3M | -2.9% | -3.7% | +0.7% | -2.5% |
| 6M | +34.3% | +16.8% | +17.4% | +28.7% |
| YTD | +30.4% | +15.3% | +15.1% | +25.1% |
| 1Y | +43.4% | +31.0% | +12.4% | +36.2% |
| All | +43.4% | +31.3% | +12.0% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling