+835.0%
XLB vs TECH
+3,228.5%
-2,393.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +7.2% | +0.3% | +6.9% | +7.2% |
| 3M | 0.0% | +1.0% | -1.0% | -0.2% |
| 6M | +2.3% | +54.0% | -51.7% | -7.0% |
| YTD | +18.4% | +24.3% | -5.9% | +11.3% |
| 1Y | +23.3% | +23.7% | -0.4% | +15.9% |
| 3Y | +45.2% | +28.5% | +16.7% | +32.0% |
| 5Y | +31.0% | -41.2% | +72.2% | +37.4% |
| 10Y | +168.8% | +189.2% | -20.4% | +104.1% |
| All | +835.0% | +3,228.5% | -2,393.5% | +511.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling