+1,276.6%
XLK vs SFM
+108.9%
+1,167.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.4% |
| 7D | +2.3% | -7.2% | +9.5% | +3.1% |
| 30D | +0.8% | -14.3% | +15.2% | +2.4% |
| 3M | +4.1% | -13.7% | +17.8% | +5.4% |
| 6M | +34.8% | -6.0% | +40.8% | +34.4% |
| YTD | +30.8% | -8.2% | +39.0% | +30.6% |
| 1Y | +42.4% | -46.2% | +88.6% | +51.4% |
| 3Y | +121.8% | +83.6% | +38.3% | +99.6% |
| 5Y | +146.6% | +212.7% | -66.1% | +104.3% |
| 10Y | +804.3% | +273.0% | +531.2% | +604.7% |
| All | +1,276.6% | +108.9% | +1,167.8% | +1,054.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling