+19.4%
XLK vs F
-6.9%
+26.4%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +3.4% | -3.1% | +6.5% | +4.0% |
| 30D | -10.6% | 0.0% | -10.6% | -10.7% |
| 3M | -10.6% | -13.2% | +2.6% | -8.3% |
| 6M | -3.5% | -10.2% | +6.7% | -2.4% |
| YTD | +18.7% | -4.9% | +23.6% | +15.7% |
| 1Y | +19.4% | -6.1% | +25.5% | +17.1% |
| All | +19.4% | -6.9% | +26.4% | +17.1% |
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