+170.7%
XLE vs TECH
+178.6%
-8.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | +12.6% | +0.1% | +12.5% | +12.6% |
| 3M | +11.8% | +37.5% | -25.7% | +4.8% |
| 6M | +16.1% | +34.6% | -18.5% | +8.1% |
| YTD | +46.9% | +23.5% | +23.4% | +38.8% |
| 1Y | +53.3% | +34.4% | +18.9% | +41.2% |
| 3Y | +54.9% | +2.3% | +52.7% | +46.6% |
| 5Y | +225.7% | -41.7% | +267.4% | +247.4% |
| 10Y | +170.7% | +177.6% | -7.0% | +69.2% |
| All | +170.7% | +178.6% | -8.0% | +69.2% |
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 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