+36.5%
XLB vs TECH
-41.8%
+78.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.7% |
| 6M | +5.0% | +34.6% | -29.6% | -3.9% |
| YTD | +15.5% | +23.5% | -8.0% | +7.8% |
| 1Y | +14.9% | +34.4% | -19.5% | +4.2% |
| 3Y | +34.5% | +2.3% | +32.3% | +27.0% |
| 5Y | +36.5% | -41.7% | +78.3% | +42.9% |
| All | +36.5% | -41.8% | +78.3% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling