+145.6%
XLK vs SFM
+212.1%
-66.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | -0.4% | -8.8% | +8.4% | +0.5% |
| 30D | -0.5% | -14.5% | +14.0% | +0.9% |
| 3M | +5.0% | -16.8% | +21.8% | +6.6% |
| 6M | +32.9% | -5.3% | +38.2% | +32.2% |
| YTD | +29.0% | -9.4% | +38.3% | +28.8% |
| 1Y | +37.8% | -46.2% | +84.0% | +47.6% |
| 3Y | +118.7% | +81.3% | +37.4% | +95.6% |
| 5Y | +145.6% | +211.9% | -66.3% | +113.1% |
| All | +145.6% | +212.1% | -66.6% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling