-1.7%
XLK vs F
+2.8%
-4.6%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | -1.2% | -2.1% | +0.9% | -0.9% |
| 30D | -11.2% | +3.3% | -14.5% | -11.6% |
| 3M | -6.2% | -11.3% | +5.1% | -4.5% |
| 6M | -1.7% | +5.3% | -7.1% | -3.9% |
| All | -1.7% | +2.8% | -4.6% | -3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling