+43.4%
XLK vs FOXA
+9.1%
+34.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.6% |
| 7D | +0.9% | -4.0% | +4.8% | +0.7% |
| 30D | +0.7% | +12.0% | -11.2% | +1.1% |
| 3M | -2.9% | +0.3% | -3.2% | -2.7% |
| 6M | +34.3% | +12.5% | +21.8% | +33.4% |
| YTD | +30.4% | -9.6% | +40.0% | +31.6% |
| 1Y | +43.4% | +8.6% | +34.8% | +42.8% |
| All | +43.4% | +9.1% | +34.3% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling