+415.1%
XLF vs TECH
+3,206.1%
-2,791.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +0.2% | +0.2% | 0.0% | +0.1% |
| 30D | -0.5% | +0.1% | -0.7% | -0.6% |
| 3M | +10.6% | +37.5% | -26.9% | +2.0% |
| 6M | +14.3% | +34.6% | -20.3% | +4.7% |
| YTD | +5.5% | +23.5% | -18.0% | -1.6% |
| 1Y | +9.6% | +34.4% | -24.8% | -0.5% |
| 3Y | +75.2% | +2.3% | +72.9% | +64.4% |
| 5Y | +65.5% | -41.7% | +107.3% | +74.3% |
| 10Y | +246.4% | +177.6% | +68.8% | +144.7% |
| All | +415.1% | +3,206.1% | -2,791.0% | +144.9% |
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 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