+163.9%
XLE vs TECH
+204.1%
-40.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -7.9% | +0.2% | -8.1% | -7.9% |
| 30D | -4.8% | +0.5% | -5.3% | -4.9% |
| 3M | +8.4% | +0.9% | +7.5% | +8.2% |
| 6M | +12.7% | +51.0% | -38.4% | +3.5% |
| YTD | +41.3% | +24.4% | +16.9% | +33.4% |
| 1Y | +42.3% | +27.6% | +14.7% | +33.4% |
| 3Y | +65.1% | +29.9% | +35.1% | +47.5% |
| 5Y | +150.2% | -40.6% | +190.8% | +166.4% |
| 10Y | +163.9% | +196.7% | -32.8% | +68.1% |
| All | +163.9% | +204.1% | -40.2% | +68.1% |
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 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