+1,019.2%
XLE vs TECH
+3,228.5%
-2,209.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -4.0% | +0.3% | -4.3% | -4.1% |
| 3M | +4.6% | +1.0% | +3.6% | +4.4% |
| 6M | +12.3% | +54.0% | -41.7% | +3.6% |
| YTD | +44.5% | +24.3% | +20.2% | +37.0% |
| 1Y | +42.4% | +23.7% | +18.7% | +34.9% |
| 3Y | +67.0% | +28.5% | +38.6% | +53.0% |
| 5Y | +161.9% | -41.2% | +203.1% | +170.6% |
| 10Y | +173.9% | +189.2% | -15.3% | +108.6% |
| All | +1,019.2% | +3,228.5% | -2,209.3% | +612.0% |
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