+20.7%
XLK vs FIX
+14.3%
+6.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -15.1% | +15.1% | +4.3% |
| 7D | -7.6% | -18.9% | +11.3% | -2.2% |
| 30D | -12.2% | -36.3% | +24.1% | -0.3% |
| 3M | -5.5% | -38.5% | +33.1% | +8.1% |
| 6M | +9.2% | -42.3% | +51.4% | +26.3% |
| YTD | +23.0% | +17.1% | +5.9% | +14.9% |
| 1Y | +20.7% | +14.4% | +6.3% | +13.1% |
| All | +20.7% | +14.3% | +6.4% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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