+39.2%
XLK vs FIX
+121.9%
-82.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.3% | -5.0% | -0.5% |
| 7D | +0.2% | +5.0% | -4.8% | -1.3% |
| 30D | -0.6% | -2.7% | +2.1% | -0.1% |
| 3M | +2.6% | -8.2% | +10.8% | +4.3% |
| 6M | +34.0% | +20.3% | +13.7% | +26.3% |
| YTD | +30.7% | +81.4% | -50.8% | +11.2% |
| 1Y | +39.2% | +121.5% | -82.3% | +12.9% |
| All | +39.2% | +121.9% | -82.7% | +12.9% |
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