+788.5%
XLK vs FISV
+3.1%
+785.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.4% | -4.1% | -0.5% |
| 7D | +0.2% | -2.7% | +2.9% | +1.0% |
| 30D | -0.6% | 0.0% | -0.7% | -1.0% |
| 3M | +2.6% | -2.8% | +5.3% | +2.0% |
| 6M | +34.0% | -11.8% | +45.8% | +37.0% |
| YTD | +30.7% | -23.2% | +53.9% | +40.0% |
| 1Y | +39.2% | -62.0% | +101.2% | +83.7% |
| 3Y | +120.4% | -57.6% | +178.0% | +150.0% |
| 5Y | +148.8% | -53.4% | +202.2% | +159.7% |
| All | +788.5% | +3.1% | +785.3% | +481.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling