+820.5%
XLB vs TECH
+3,211.6%
-2,391.1%
-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 | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -0.4% | +0.7% | -1.1% | -0.5% |
| 3M | +2.0% | +36.3% | -34.4% | -4.8% |
| 6M | +1.8% | +25.6% | -23.7% | -4.3% |
| YTD | +16.6% | +23.7% | -7.1% | +9.7% |
| 1Y | +16.9% | +37.6% | -20.7% | +7.1% |
| 3Y | +32.6% | -6.6% | +39.1% | +28.5% |
| 5Y | +35.6% | -42.2% | +77.9% | +42.6% |
| 10Y | +160.0% | +187.6% | -27.5% | +97.6% |
| All | +820.5% | +3,211.6% | -2,391.1% | +502.2% |
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