+70.3%
T vs XLK
+807.8%
-737.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.7% |
| 7D | +1.5% | +0.2% | +1.3% | +1.4% |
| 30D | +7.5% | -0.6% | +8.1% | +7.5% |
| 3M | +14.8% | +2.6% | +12.3% | +13.6% |
| 6M | -1.7% | +34.0% | -35.7% | -9.5% |
| YTD | +8.7% | +30.7% | -22.0% | +0.5% |
| 1Y | -7.5% | +39.2% | -46.7% | -16.2% |
| 3Y | +110.2% | +120.4% | -10.2% | +58.7% |
| 5Y | +71.6% | +148.8% | -77.2% | +20.0% |
| All | +70.3% | +807.8% | -737.6% | -37.2% |
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