+120.4%
XLK vs FOXA
+117.6%
+2.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.2% | +1.2% |
| 7D | +0.2% | +0.8% | -0.6% | +0.1% |
| 30D | -0.6% | +5.0% | -5.7% | -1.5% |
| 3M | +2.6% | -3.0% | +5.6% | +3.0% |
| 6M | +34.0% | +14.8% | +19.2% | +28.4% |
| YTD | +30.7% | -8.9% | +39.6% | +33.4% |
| 1Y | +39.2% | +13.3% | +25.9% | +32.6% |
| 3Y | +120.4% | +115.4% | +5.0% | +89.0% |
| All | +120.4% | +117.6% | +2.8% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling