+234.6%
TECH vs XLRE
+115.9%
+118.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | +0.8% | -0.7% | -0.4% |
| 30D | +0.5% | +6.9% | -6.4% | -3.8% |
| 3M | +1.1% | -0.8% | +1.9% | +1.4% |
| 6M | +62.8% | +2.1% | +60.7% | +59.9% |
| YTD | +24.5% | +12.6% | +11.8% | +14.2% |
| 1Y | +20.6% | +12.5% | +8.1% | +10.9% |
| 3Y | +29.5% | +44.2% | -14.7% | +3.6% |
| 5Y | -40.9% | +9.1% | -50.1% | -44.8% |
| 10Y | +189.5% | +111.8% | +77.7% | +102.9% |
| All | +234.6% | +115.9% | +118.7% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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