+101.4%
XLP vs TECH
+187.6%
-86.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -0.9% | +0.7% | -1.6% | -1.0% |
| 3M | +3.8% | +36.3% | -32.5% | -0.6% |
| 6M | -1.7% | +25.6% | -27.3% | -5.5% |
| YTD | +10.3% | +23.7% | -13.4% | +6.0% |
| 1Y | +7.8% | +37.6% | -29.8% | +1.6% |
| 3Y | +27.2% | -6.6% | +33.8% | +24.7% |
| 5Y | +32.5% | -42.2% | +74.8% | +39.5% |
| All | +101.4% | +187.6% | -86.2% | +46.2% |
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 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