+1,472.6%
XLK vs FIX
+11,476.6%
-10,004.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.3% |
| 7D | +0.9% | +6.0% | -5.2% | -0.4% |
| 30D | +0.7% | -7.2% | +8.0% | +2.2% |
| 3M | -2.9% | -15.9% | +12.9% | +0.3% |
| 6M | +34.3% | +12.7% | +21.5% | +29.7% |
| YTD | +30.4% | +72.8% | -42.4% | +14.7% |
| 1Y | +43.4% | +122.9% | -79.5% | +18.7% |
| 3Y | +116.8% | +774.3% | -657.5% | +30.7% |
| 5Y | +144.0% | +2,049.5% | -1,905.4% | +22.0% |
| 10Y | +778.8% | +5,821.5% | -5,042.7% | +247.1% |
| All | +1,472.6% | +11,476.6% | -10,004.0% | +320.4% |
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 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