+640.9%
XLU vs TECH
+3,203.4%
-2,562.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -0.4% | +0.3% | -0.7% | -0.5% |
| 3M | -1.7% | +32.9% | -34.7% | -5.4% |
| 6M | -7.1% | +32.1% | -39.2% | -11.1% |
| YTD | +1.9% | +23.4% | -21.4% | -1.8% |
| 1Y | +6.1% | +34.1% | -27.9% | +0.8% |
| 3Y | +48.8% | +2.2% | +46.6% | +43.8% |
| 5Y | +43.8% | -41.8% | +85.6% | +47.4% |
| 10Y | +143.2% | +188.9% | -45.7% | +100.9% |
| All | +640.9% | +3,203.4% | -2,562.4% | +396.5% |
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