+64.4%
XLF vs TECH
-42.1%
+106.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.0% | -0.1% | -1.0% | -1.0% |
| 30D | -1.3% | +0.3% | -1.6% | -1.4% |
| 3M | +9.1% | +32.9% | -23.8% | +2.8% |
| 6M | +14.4% | +32.1% | -17.7% | +6.8% |
| YTD | +5.1% | +23.4% | -18.3% | -0.7% |
| 1Y | +8.6% | +34.1% | -25.4% | +0.2% |
| 3Y | +74.4% | +2.2% | +72.3% | +65.7% |
| 5Y | +64.4% | -41.8% | +106.2% | +69.2% |
| All | +64.4% | -42.1% | +106.5% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling