+20.7%
XLK vs FITB
+36.9%
-16.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -7.6% | +2.3% | -9.9% | -7.9% |
| 30D | -12.2% | +7.7% | -19.9% | -13.2% |
| 3M | -5.5% | -4.5% | -1.0% | -4.8% |
| 6M | +9.2% | +12.5% | -3.3% | +6.5% |
| YTD | +23.0% | +19.8% | +3.3% | +16.8% |
| 1Y | +20.7% | +34.1% | -13.4% | +9.9% |
| All | +20.7% | +36.9% | -16.2% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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