+418.8%
META vs XLK
+790.2%
-371.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.6% | +6.6% |
| 7D | +10.3% | +2.3% | +7.9% | +7.9% |
| 30D | +9.9% | +0.8% | +9.0% | +8.7% |
| 3M | +11.9% | +4.1% | +7.9% | +5.3% |
| 6M | +1.2% | +34.8% | -33.6% | -27.5% |
| YTD | -0.8% | +30.8% | -31.6% | -27.1% |
| 1Y | -14.3% | +42.4% | -56.7% | -42.6% |
| 3Y | +121.4% | +121.8% | -0.4% | -8.1% |
| 5Y | +74.5% | +146.6% | -72.2% | -33.1% |
| 10Y | +418.8% | +804.3% | -385.4% | -48.7% |
| All | +418.8% | +790.2% | -371.3% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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