+118.9%
XLK vs FIX
+1,107.4%
-988.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.0% | -1.8% | +1.6% |
| 7D | -1.2% | +6.4% | -7.7% | -3.2% |
| 30D | -11.2% | -29.1% | +17.9% | -2.1% |
| 3M | -6.2% | -31.1% | +25.0% | +3.8% |
| 6M | -1.7% | -42.8% | +41.1% | +14.5% |
| YTD | +21.5% | +24.6% | -3.1% | +9.0% |
| 1Y | +19.6% | +21.9% | -2.3% | +7.6% |
| 3Y | +97.9% | +524.9% | -427.0% | -9.0% |
| 5Y | +118.9% | +1,092.2% | -973.3% | -30.1% |
| All | +118.9% | +1,107.4% | -988.5% | -30.1% |
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 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