+1,360.8%
XLK vs F
+6.0%
+1,354.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | +0.4% |
| 7D | +7.0% | -3.9% | +10.9% | +8.1% |
| 30D | -11.5% | -0.5% | -11.0% | -11.5% |
| 3M | -7.9% | -12.9% | +5.0% | -4.8% |
| 6M | -0.6% | +1.5% | -2.1% | -2.2% |
| YTD | +21.1% | -5.0% | +26.2% | +20.9% |
| 1Y | +18.8% | -7.3% | +26.2% | +19.4% |
| 3Y | +97.3% | +45.3% | +52.0% | +70.1% |
| 5Y | +115.5% | -15.8% | +131.3% | +109.3% |
| 10Y | +723.7% | +64.2% | +659.6% | +523.7% |
| All | +1,360.8% | +6.0% | +1,354.8% | +825.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling