+804.3%
XLK vs FIX
+5,928.8%
-5,124.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.6% |
| 7D | +2.3% | +3.5% | -1.2% | +1.2% |
| 30D | +0.8% | -3.5% | +4.3% | +1.6% |
| 3M | +4.1% | -11.8% | +15.8% | +7.2% |
| 6M | +34.8% | +17.8% | +17.0% | +26.5% |
| YTD | +30.8% | +73.3% | -42.5% | +8.7% |
| 1Y | +42.4% | +128.1% | -85.8% | +7.7% |
| 3Y | +121.8% | +772.7% | -650.9% | +4.4% |
| 5Y | +146.6% | +2,166.4% | -2,019.8% | -14.7% |
| 10Y | +804.3% | +6,034.5% | -5,230.2% | +145.2% |
| All | +804.3% | +5,928.8% | -5,124.6% | +145.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling