+1,365.8%
XLK vs FIX
+8,250.9%
-6,885.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.0% | -1.8% | +2.1% |
| 7D | -1.2% | +6.4% | -7.7% | -2.6% |
| 30D | -11.2% | -29.1% | +17.9% | -5.0% |
| 3M | -6.2% | -31.1% | +25.0% | +0.6% |
| 6M | -1.7% | -42.8% | +41.1% | +9.2% |
| YTD | +21.5% | +24.6% | -3.1% | +13.7% |
| 1Y | +19.6% | +21.9% | -2.3% | +12.2% |
| 3Y | +97.9% | +524.9% | -427.0% | +27.5% |
| 5Y | +118.9% | +1,092.2% | -973.3% | +22.6% |
| 10Y | +726.5% | +3,759.0% | -3,032.5% | +254.5% |
| All | +1,365.8% | +8,250.9% | -6,885.1% | +316.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling