+20.7%
XLK vs SFM
-35.8%
+56.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | +0.3% |
| 7D | -7.6% | -12.3% | +4.7% | -8.0% |
| 30D | -12.2% | -16.2% | +4.0% | -12.9% |
| 3M | -5.5% | -36.8% | +31.3% | -8.4% |
| 6M | +9.2% | -32.6% | +41.8% | +6.3% |
| YTD | +23.0% | -31.7% | +54.8% | +21.2% |
| 1Y | +20.7% | -35.0% | +55.7% | +19.3% |
| All | +20.7% | -35.8% | +56.5% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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