+788.5%
XLK vs SFM
+271.4%
+517.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +0.2% | -10.6% | +10.8% | +1.4% |
| 30D | -0.6% | -15.5% | +14.8% | +1.1% |
| 3M | +2.6% | -17.4% | +20.0% | +4.4% |
| 6M | +34.0% | -3.4% | +37.4% | +33.1% |
| YTD | +30.7% | -8.7% | +39.3% | +30.5% |
| 1Y | +39.2% | -47.2% | +86.4% | +48.7% |
| 3Y | +120.4% | +82.7% | +37.7% | +98.0% |
| 5Y | +148.8% | +214.3% | -65.5% | +105.0% |
| All | +788.5% | +271.4% | +517.1% | +584.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling