+248.8%
XLF vs TECH
+189.9%
+58.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.5% | -0.4% | -1.0% | -1.4% |
| 30D | -1.2% | 0.0% | -1.1% | -1.1% |
| 3M | +9.2% | +33.7% | -24.5% | +0.9% |
| 6M | +16.3% | +34.9% | -18.6% | +5.9% |
| YTD | +5.4% | +23.2% | -17.7% | -2.0% |
| 1Y | +7.6% | +36.3% | -28.7% | -3.4% |
| 3Y | +74.2% | +2.3% | +71.9% | +62.6% |
| 5Y | +66.1% | -42.9% | +109.0% | +81.6% |
| All | +248.8% | +189.9% | +58.9% | +87.9% |
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