+719.7%
XLK vs F
+64.5%
+655.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +3.4% | -3.1% | +6.5% | +4.3% |
| 30D | -10.6% | 0.0% | -10.6% | -10.7% |
| 3M | -10.6% | -13.2% | +2.6% | -7.4% |
| 6M | -3.5% | -10.2% | +6.7% | -1.5% |
| YTD | +18.7% | -4.9% | +23.6% | +18.3% |
| 1Y | +19.4% | -6.1% | +25.5% | +19.4% |
| 3Y | +94.5% | +46.0% | +48.5% | +64.0% |
| 5Y | +111.2% | -15.7% | +126.9% | +102.0% |
| All | +719.7% | +64.5% | +655.2% | +456.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling