+164.5%
XLB vs TECH
+179.6%
-15.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -2.9% | -0.1% | -2.9% | -2.9% |
| 30D | -3.4% | +0.3% | -3.7% | -3.4% |
| 3M | +1.6% | +32.9% | -31.3% | -6.6% |
| 6M | +3.6% | +32.1% | -28.4% | -6.1% |
| YTD | +14.2% | +23.4% | -9.1% | +5.2% |
| 1Y | +15.6% | +34.1% | -18.5% | +3.1% |
| 3Y | +33.1% | +2.2% | +30.9% | +24.0% |
| 5Y | +35.0% | -41.8% | +76.9% | +47.3% |
| 10Y | +164.5% | +188.9% | -24.4% | +53.4% |
| All | +164.5% | +179.6% | -15.0% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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