+95.1%
META vs XLK
+95.2%
-0.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | -0.2% |
| 7D | -0.8% | -8.2% | +7.4% | +5.3% |
| 30D | -15.4% | -18.2% | +2.8% | -2.6% |
| 3M | +3.5% | -11.0% | +14.5% | +12.0% |
| 6M | -0.3% | -2.9% | +2.6% | -1.7% |
| YTD | -7.3% | +14.8% | -22.2% | -21.4% |
| 1Y | -1.1% | +14.5% | -15.6% | -16.2% |
| 3Y | +95.1% | +94.2% | +0.9% | -2.6% |
| All | +95.1% | +95.2% | -0.2% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling