+18.8%
XLK vs FIX
+17.5%
+1.3%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | +0.5% |
| 7D | +7.0% | +16.9% | -9.9% | +1.9% |
| 30D | -11.5% | -30.6% | +19.2% | -2.1% |
| 3M | -7.9% | -35.1% | +27.2% | +3.4% |
| 6M | -0.6% | -44.0% | +43.4% | +15.6% |
| YTD | +21.1% | +21.0% | +0.1% | +12.5% |
| 1Y | +18.8% | +16.2% | +2.7% | +11.5% |
| All | +18.8% | +17.5% | +1.3% | +11.5% |
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