-0.6%
XLK vs FIX
-43.3%
+42.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | +0.6% |
| 7D | +7.0% | +16.9% | -9.9% | +1.6% |
| 30D | -11.5% | -30.6% | +19.2% | -1.1% |
| 3M | -7.9% | -35.1% | +27.2% | +4.8% |
| 6M | -0.6% | -44.0% | +43.4% | +18.2% |
| All | -0.6% | -43.3% | +42.7% | +18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling