+429.4%
XLF vs TECH
+3,232.2%
-2,802.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +2.7% | +0.1% | +2.5% | +2.6% |
| 30D | +7.6% | +0.5% | +7.1% | +7.5% |
| 3M | +1.1% | +1.1% | 0.0% | +0.8% |
| 6M | +15.9% | +62.8% | -46.9% | +2.6% |
| YTD | +8.4% | +24.5% | -16.0% | +0.9% |
| 1Y | +12.5% | +20.6% | -8.1% | +5.4% |
| 3Y | +81.6% | +29.5% | +52.1% | +61.2% |
| 5Y | +59.3% | -40.9% | +100.2% | +67.5% |
| 10Y | +225.4% | +189.5% | +36.0% | +127.8% |
| All | +429.4% | +3,232.2% | -2,802.8% | +151.2% |
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 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