+34.5%
XLB vs TECH
-0.6%
+35.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | -1.7% | +0.1% | -1.9% | -1.8% |
| 3M | +4.4% | +37.5% | -33.1% | -2.1% |
| 6M | +5.0% | +34.6% | -29.6% | -2.2% |
| YTD | +15.5% | +23.5% | -8.0% | +9.4% |
| 1Y | +14.9% | +34.4% | -19.5% | +6.2% |
| 3Y | +34.5% | +2.3% | +32.3% | +31.7% |
| All | +34.5% | -0.6% | +35.1% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling