+164.2%
XLB vs TECH
+190.5%
-26.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | +6.9% | +0.5% | +6.4% | +6.8% |
| 3M | -0.2% | +1.1% | -1.2% | -0.4% |
| 6M | +3.3% | +51.0% | -47.7% | -8.6% |
| YTD | +18.0% | +24.4% | -6.3% | +8.5% |
| 1Y | +24.2% | +27.4% | -3.2% | +13.2% |
| 3Y | +44.7% | +28.5% | +16.2% | +25.2% |
| 5Y | +31.6% | -40.9% | +72.4% | +43.3% |
| 10Y | +164.2% | +192.5% | -28.3% | +54.4% |
| All | +164.2% | +190.5% | -26.3% | +54.4% |
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