+561.3%
XLP vs TECH
+3,222.1%
-2,660.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | +11.6% | +0.3% | +11.2% | +11.5% |
| 3M | +7.6% | +1.0% | +6.6% | +7.5% |
| 6M | +10.0% | +28.6% | -18.5% | +6.1% |
| YTD | +19.7% | +24.1% | -4.4% | +15.5% |
| 1Y | +23.5% | +21.9% | +1.6% | +19.2% |
| 3Y | +44.0% | +25.7% | +18.3% | +35.8% |
| 5Y | +42.7% | -40.2% | +82.9% | +45.8% |
| 10Y | +131.3% | +210.1% | -78.7% | +89.8% |
| All | +561.3% | +3,222.1% | -2,660.8% | +349.8% |
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