+39.2%
XLK vs FISV
-61.2%
+100.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.4% | -4.1% | +1.4% |
| 7D | +0.2% | -2.7% | +2.9% | +0.2% |
| 30D | -0.6% | 0.0% | -0.7% | -0.6% |
| 3M | +2.6% | -2.8% | +5.3% | +2.7% |
| 6M | +34.0% | -11.8% | +45.8% | +34.4% |
| YTD | +30.7% | -23.2% | +53.9% | +31.2% |
| 1Y | +39.2% | -62.0% | +101.2% | +35.1% |
| All | +39.2% | -61.2% | +100.4% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling