+42.8%
XLP vs TECH
-41.1%
+83.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +0.1% | +0.2% | -0.2% | 0.0% |
| 30D | +8.9% | +0.5% | +8.4% | +8.9% |
| 3M | +7.5% | +0.9% | +6.6% | +7.4% |
| 6M | +9.4% | +51.0% | -41.6% | +5.2% |
| YTD | +19.3% | +24.4% | -5.1% | +16.2% |
| 1Y | +21.7% | +27.6% | -5.8% | +18.2% |
| 3Y | +44.0% | +29.9% | +14.0% | +35.9% |
| 5Y | +42.8% | -40.6% | +83.4% | +45.4% |
| All | +42.8% | -41.1% | +83.9% | +45.4% |
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