+1,527.5%
META vs XLK
+1,517.4%
+10.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.3% |
| 7D | +6.7% | +0.9% | +5.8% | +5.8% |
| 30D | +4.8% | +0.7% | +4.0% | +3.7% |
| 3M | -1.6% | -2.9% | +1.3% | -1.0% |
| 6M | -7.5% | +34.3% | -41.7% | -33.4% |
| YTD | -6.4% | +30.4% | -36.8% | -31.0% |
| 1Y | -17.3% | +43.4% | -60.7% | -45.0% |
| 3Y | +109.9% | +116.8% | -6.9% | -10.4% |
| 5Y | +65.4% | +144.0% | -78.7% | -35.5% |
| 10Y | +391.8% | +778.8% | -387.0% | -46.8% |
| All | +1,527.5% | +1,517.4% | +10.1% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling