+42.0%
XLP vs TECH
-40.1%
+82.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | +0.7% | +0.2% | +0.6% | +0.7% |
| 30D | +10.3% | +0.3% | +9.9% | +10.2% |
| 3M | +6.5% | +1.3% | +5.2% | +6.4% |
| 6M | +8.4% | +54.0% | -45.6% | +4.0% |
| YTD | +18.2% | +24.3% | -6.1% | +15.2% |
| 1Y | +22.4% | +25.8% | -3.4% | +19.0% |
| 3Y | +41.9% | +26.0% | +15.9% | +34.6% |
| All | +42.0% | -40.1% | +82.1% | +44.9% |
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 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