+1,472.6%
XLK vs F
+28.7%
+1,443.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.3% |
| 7D | +0.9% | +5.3% | -4.5% | -0.6% |
| 30D | +0.7% | +4.6% | -3.9% | -0.6% |
| 3M | -2.9% | -3.7% | +0.7% | -2.2% |
| 6M | +34.3% | +16.8% | +17.4% | +27.4% |
| YTD | +30.4% | +15.3% | +15.1% | +23.9% |
| 1Y | +43.4% | +31.0% | +12.4% | +31.0% |
| 3Y | +116.8% | +45.4% | +71.4% | +86.8% |
| 5Y | +144.0% | +54.7% | +89.4% | +101.0% |
| 10Y | +778.8% | +98.2% | +680.5% | +533.8% |
| All | +1,472.6% | +28.7% | +1,443.9% | +848.0% |
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