+37.8%
XLK vs F
+26.4%
+11.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -2.0% |
| 7D | -0.4% | -3.7% | +3.3% | +0.2% |
| 30D | -0.5% | -0.7% | +0.2% | -0.5% |
| 3M | +5.0% | -1.9% | +6.9% | +4.9% |
| 6M | +32.9% | +16.1% | +16.8% | +27.6% |
| YTD | +29.0% | +9.5% | +19.5% | +24.8% |
| 1Y | +37.8% | +27.2% | +10.6% | +31.2% |
| All | +37.8% | +26.4% | +11.4% | +31.2% |
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