+63.9%
META vs XLK
+144.8%
-80.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.8% |
| 7D | +6.0% | +2.3% | +3.7% | +3.7% |
| 30D | +3.6% | -0.1% | +3.7% | +3.4% |
| 3M | +4.9% | +2.1% | +2.8% | +0.5% |
| 6M | -4.7% | +37.2% | -41.9% | -34.3% |
| YTD | -6.9% | +30.8% | -37.7% | -32.8% |
| 1Y | -18.2% | +42.6% | -60.8% | -46.7% |
| 3Y | +107.8% | +121.8% | -14.1% | -22.5% |
| 5Y | +63.9% | +145.7% | -81.8% | -44.0% |
| All | +63.9% | +144.8% | -80.9% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling