+80.9%
XLI vs TECH
-42.1%
+123.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -6.9% | +0.3% | -7.2% | -7.0% |
| 3M | -1.9% | +32.9% | -34.9% | -7.9% |
| 6M | +1.0% | +32.1% | -31.0% | -6.1% |
| YTD | +11.3% | +23.4% | -12.1% | +4.8% |
| 1Y | +15.8% | +34.1% | -18.2% | +6.3% |
| 3Y | +69.8% | +2.2% | +67.6% | +61.3% |
| 5Y | +80.9% | -41.8% | +122.7% | +88.6% |
| All | +80.9% | -42.1% | +123.0% | +88.6% |
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