+121.8%
XLK vs F
+41.2%
+80.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.6% | +1.2% |
| 7D | +2.3% | +1.2% | +1.1% | +2.0% |
| 30D | -0.1% | +1.2% | -1.3% | -0.4% |
| 3M | +2.1% | -5.7% | +7.8% | +3.1% |
| 6M | +37.2% | +17.9% | +19.2% | +31.4% |
| YTD | +30.8% | +10.4% | +20.4% | +26.7% |
| 1Y | +42.6% | +25.3% | +17.3% | +34.1% |
| 3Y | +121.8% | +37.5% | +84.4% | +98.1% |
| All | +121.8% | +41.2% | +80.6% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling