+145.7%
XLK vs FIX
+2,166.5%
-2,020.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.4% |
| 7D | +2.3% | +6.1% | -3.8% | +0.4% |
| 30D | -0.1% | -2.7% | +2.6% | +0.5% |
| 3M | +2.1% | -10.9% | +13.1% | +5.0% |
| 6M | +37.2% | +29.0% | +8.2% | +24.6% |
| YTD | +30.8% | +76.9% | -46.1% | +6.7% |
| 1Y | +42.6% | +130.7% | -88.1% | +5.4% |
| 3Y | +121.8% | +790.7% | -668.9% | -6.3% |
| 5Y | +145.7% | +2,185.6% | -2,039.9% | -33.4% |
| All | +145.7% | +2,166.5% | -2,020.8% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling