+597.5%
TECH vs XME
+242.3%
+355.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.7% | +6.0% | -5.3% | -0.9% |
| 3M | +36.3% | -7.7% | +44.1% | +38.5% |
| 6M | +25.6% | +1.0% | +24.6% | +24.0% |
| YTD | +23.7% | +14.6% | +9.1% | +18.0% |
| 1Y | +37.6% | +46.0% | -8.3% | +23.0% |
| 3Y | -6.6% | +127.0% | -133.6% | -25.4% |
| 5Y | -42.2% | +175.8% | -218.0% | -56.4% |
| 10Y | +187.6% | +414.6% | -227.1% | +82.0% |
| All | +597.5% | +242.3% | +355.2% | +294.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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