+146.6%
XLK vs F
+41.6%
+105.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +1.1% |
| 7D | +2.3% | -4.9% | +7.2% | +3.7% |
| 30D | +0.8% | -2.9% | +3.7% | +1.5% |
| 3M | +4.1% | -9.1% | +13.1% | +6.5% |
| 6M | +34.8% | +12.9% | +21.8% | +28.5% |
| YTD | +30.8% | +6.1% | +24.7% | +26.7% |
| 1Y | +42.4% | +22.5% | +19.8% | +31.3% |
| 3Y | +121.8% | +32.1% | +89.8% | +92.0% |
| 5Y | +146.6% | +43.7% | +102.9% | +110.9% |
| All | +146.6% | +41.6% | +105.0% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling